Similar Search Results

Narrow search

Modeling volatility dynamics

Diebold, Francis X.; García López, José A. - 1995

Persistent link: https://www.econbiz.de/10000920972

A Markov-switching multifractal inter-trade duration model, with application to US equities

Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - In: Journal of econometrics 177 (2013) 2, pp. 320-342

Persistent link: https://www.econbiz.de/10010255140

Fractional integration and interval prediction

Diebold, Francis X. - In: Economics letters 50 (1996) 3, pp. 305-313

Persistent link: https://www.econbiz.de/10001197813

On the power of Dickey-Fuller tests against fractional alternatives

Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160

Persistent link: https://www.econbiz.de/10001102138

Comparing predictive accuracy

Diebold, Francis X.; Mariano, Roberto S. - 1994

Persistent link: https://www.econbiz.de/10000920919

Modeling and forecasting realized volatility

Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 579-625

Persistent link: https://www.econbiz.de/10001750369

Improving GDP measurement : a measurement-error perspective

Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397

Persistent link: https://www.econbiz.de/10011610607

Comparing Predictive Accuracy

Diebold, Francis X. - 1994

Using research designs patterned after randomized experiments, many recent economic studies examine outcome measures for treatment groups and comparison groups that are not randomly assigned. By using variation in explanatory variables generated by changes in state laws, government draft...

Persistent link: https://www.econbiz.de/10012473994