Diebold, Francis X. - 2012
Time?" Journal of Finance, 44, 1115-1153. -- Sharpe, W.F. (1964), "Capital Asset Prices: A Theory of Market Equilibrium … 'normality', and time-varying volatility. Professor Diebold has selected seminal papers by leading academics which cover multiple …. -- Cox, D.R. (1981), "Statistical Analysis of Time Series: Some Recent Developments," Scandinavian Journal of Statistics, 8 …