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institution:"The Wharton Financial Institutions Center"
~institution:"Campus Verlag"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~institution:"International Labour Organization (ILO), United Nations"
~institution:"International Monetary Fund"
~institution:"University of Chicago / Center for Research in Security Prices"
~person:"Diebold, Francis X."
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Diebold, Francis X.
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A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
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Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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3
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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4
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
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