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~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Diebold, Francis X."
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Diebold, Francis X.
Todorov, Viktor
9
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6
Xiu, Dacheng
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Meddahi, Nour
5
Mykland, Per A.
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Vivek Singh
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Journal of econometrics
Review of quantitative finance and accounting
The review of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
2
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
3
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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