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Martingale property of exchange rates and central bank interventions
Yılmaz, Kamil - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 383-395
Persistent link: https://www.econbiz.de/10001785814
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Martingale Property of Exchange Rates and Central Bank Interventions
Yilmaz, Kamil - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 383-395
Persistent link: https://www.econbiz.de/10008215395
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Serial correlation and the combination of forecasts
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10001044765
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Comparing predictive accuracy, twenty years later : a personal perspective on the use and abuse of Diebold-Mariano tests
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011389651
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Post-deregulation bank-deposit-rate pricing : the multivariate dynamics
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 3, pp. 281-291
Persistent link: https://www.econbiz.de/10001089548
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Comparing predictive accuracy
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 253-263
Persistent link: https://www.econbiz.de/10001182358
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Cointegration and long-horizon forecasting
Christoffersen, Peter F. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 450-458
Persistent link: https://www.econbiz.de/10001251801
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 134-144
Persistent link: https://www.econbiz.de/10001639892
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Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.; Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
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Real-time measurement of business conditions
Aruoba, S. Borağan; Diebold, Francis X.; Scotti, Chiara - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 417-427
Persistent link: https://www.econbiz.de/10003913323