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type_genre:"Sammelwerk"
~person:"Diebold, Francis X."
~person:"Kohn, Robert"
~subject:"Dynamic equilibrium"
~subject:"Korrelation"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Dynamic equilibrium
Korrelation
Stichprobenerhebung
Theorie
USA
Estimation theory
68
Schätztheorie
68
Theory
50
Time series analysis
15
Zeitreihenanalyse
15
Estimation
14
Schätzung
14
Capital income
9
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9
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8
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8
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8
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7
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Arbeitspapier
Aufsatz in Zeitschrift
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34
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English
58
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Diebold, Francis X.
Kohn, Robert
Pesaran, M. Hashem
71
Härdle, Wolfgang
65
Phillips, Peter C. B.
64
Andrews, Donald W. K.
45
Newey, Whitney K.
42
Franses, Philip Hans
41
Gouriéroux, Christian
41
Imbens, Guido
39
McAleer, Michael
37
Giles, David E. A.
36
Swanson, Norman R.
35
Baltagi, Badi H.
33
Robinson, Peter M.
30
Li, Qi
29
Heckman, James J.
28
Linton, Oliver
28
Bera, Anil K.
27
Kleibergen, Frank
27
Horowitz, Joel
26
Ullah, Aman
25
Wooldridge, Jeffrey M.
25
Bauwens, Luc
24
Ghysels, Eric
24
Granger, C. W. J.
24
King, Maxwell L.
24
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Robert, Christian P.
24
Stahlecker, Peter
24
Zakoïan, Jean-Michel
23
Kapetanios, George
22
Lechner, Michael
22
Steel, Mark F. J.
22
Dufour, Jean-Marie
21
Krämer, Walter
21
Lucas, André
21
Srivastava, Virendra K.
21
Teräsvirta, Timo
21
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Rodney L. White Center for Financial Research
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Working paper series
16
Journal of econometrics
9
Working paper / National Bureau of Economic Research, Inc.
5
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4
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3
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2
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2
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2
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ECONIS (ZBW)
58
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11
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
Saved in:
12
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
13
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003301931
Saved in:
14
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
15
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
16
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
17
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
18
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
Saved in:
19
Wavelet estimation using Bayesian basis selection and basis averaging
Kohn, Robert
;
Marron, James Stephen
;
Yau, Paul
-
1999
Persistent link: https://www.econbiz.de/10001415005
Saved in:
20
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.
;
Ohanian, Lee E.
;
Berkowitz, Jeremy
-
1998
Persistent link: https://www.econbiz.de/10000981020
Saved in:
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