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~isPartOf:"The review of economics and statistics"
~language:"eng"
~person:"Diebold, Francis X."
~subject:"1952-1993"
~subject:"Volatility"
~type_genre:"Article in journal"
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1952-1993
Volatility
Theorie
5
Theory
5
USA
4
United States
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Forecasting model
3
Prognoseverfahren
3
Capital income
2
Kapitaleinkommen
2
Volatilität
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1929-1987
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1990-2002
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1996
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Betriebliche Finanzwirtschaft
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Business cycle
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Business cycle theory
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Currency derivative
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Deutschland
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Devisenmarkt
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Econometrics
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Futures
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Germany
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Japan
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Konjunktur
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Konjunkturtheorie
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Managerial finance
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Multivariate Analyse
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Multivariate analysis
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Portfolio selection
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Portfolio-Management
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Schätzung
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Time series analysis
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Wechselkurs
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Währungsderivat
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English
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Diebold, Francis X.
Bollerslev, Tim
2
Engle, Robert F.
2
Ahmed, Shaghil
1
Aizenman, Joshua
1
Andersen, Torben
1
Balduzzi, Pierluigi
1
Balke, Nathan S.
1
Bell, Gregory K.
1
Benigno, Pierpaolo
1
Berge, Travis J.
1
Bidarkota, Prasad V.
1
Bryan, Michael F.
1
Campa, José Manuel
1
Carey, Collen
1
Cecchetti, Stephen G.
1
Christensen, Bent Jesper
1
Christoffersen, Peter F.
1
Chun, Hyunbae
1
Comin, Diego
1
Cunningham, Christopher R.
1
Daniele, Federica
1
Das, Sanjiv R.
1
Davig, Troy
1
Di Giovanni, Julian
1
Dijk, Dick van
1
Dimmock, Stephen G.
1
Doh, Taeyoung
1
Edwards, Sebastian
1
Elsby, Michael W. L.
1
Fatás, Antonio
1
Foellmi, Reto
1
Foresi, Silverio
1
Gallant, A. Ronald
1
Gallo, Giampiero M.
1
Ghysels, Eric
1
Gschwandtner, Adelina
1
Harrison, Paul
1
Hobijn, Bart
1
Holland, Stephen P.
1
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The review of economics and statistics
Journal of econometrics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Symposium on developments in business cycle research
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
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ECONIS (ZBW)
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1
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
2
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
The review of economics and statistics
82
(
2000
)
1
,
pp. 12-22
Persistent link: https://www.econbiz.de/10001456328
Saved in:
3
Measuring business cycles : a modern perspective
Diebold, Francis X.
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10001334370
Saved in:
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