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~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~subject:"ARCH model"
~subject:"Investmentfonds"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Diebold, Francis X.
Todorov, Viktor
9
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7
Xiu, Dacheng
5
Andersen, Torben
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
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3
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Journal of econometrics
The review of economics and statistics
2
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
1
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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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
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2
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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