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~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Diebold, Francis X."
~person:"Phillips, Peter C. B."
~source:"econis"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Shock"
~subject:"Strategisches Management"
~subject:"Time series analysis"
~subject:"Volatilität"
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Capital income
Prognoseverfahren
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Shock
Strategisches Management
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Theorie
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Theory
3
Forecasting model
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Portfolio-Management
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1996
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Estimation
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Diebold, Francis X.
Phillips, Peter C. B.
Rosenberg, Joshua V.
6
Engle, Robert F.
4
Li, Kai
4
Figlewski, Stephen
3
Brenner, Menachem
1
Christoffersen, Peter F.
1
Cuervo García, Álvaro
1
Das, Sanjiv R.
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Deo, Rohit
1
Hahn, Jinyong
1
Hasbrouck, Joel
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Hurvich, Clifford
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John, Kose
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Ou, Ernest Y.
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Tay, Anthony S. A.
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Wachter, Jessica
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Wang, Xiaozu
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Cowles Foundation discussion paper
50
Journal of econometrics
24
NBER Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
18
NBER working paper series
17
Cowles Foundation Discussion Paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric theory
12
Working papers / Financial Institutions Center
12
CFS working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Working papers / Rodney L. White Center for Financial Research
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Technical working paper / National Bureau of Economic Research
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Working papers / Penn Institute for Economic Research
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Econometric reviews
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NBER technical working paper series
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PIER Working Paper
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Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
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Financial Institutions Center
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The review of economics and statistics
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Economics letters
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International economic review
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International journal of forecasting
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Journal of applied econometrics
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The Econometric and Tinbergen Institutes Lectures
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Institute for Empirical Macroeconomics
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Discussion papers / Department of Economics, University of California San Diego
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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The journal of business : B
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Tools and techniques
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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An Elgar research collection
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CFS Working Paper
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Economic policy review
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Economic time series with random walk and other nonstationary components
1
Economics, econometrics and the link : essays in honor of Lawrence R. Klein
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ECONIS (ZBW)
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How relevant is volatility forecasting for financial risk
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1999
Persistent link: https://www.econbiz.de/10001463947
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2
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.
-
1998
Persistent link: https://www.econbiz.de/10000998139
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