//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~person:"Engle, Robert F."
~subject:"Deutschland"
~subject:"Finanzkrise"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Best Performing Cities
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Finanzkrise
United States
USA
9
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Yield curve
3
Zinsstruktur
3
Capital income
2
Estimation
2
Forecasting model
2
Government securities
2
Kapitaleinkommen
2
Prognoseverfahren
2
Public bond
2
Schätzung
2
Staatspapier
2
Öffentliche Anleihe
2
1985-2000
1
1985-2005
1
Aktienindex
1
Analysis of variance
1
Bond market
1
Business cycle
1
CAPM
1
Correlation
1
Dynamische
1
Economic research
1
Eigenhein
1
Financial management theory
1
Financial market
1
Finanzierungstheorie
1
Finanzmarkt
1
Finanzwissenschaft
1
Forecast
1
Germany
1
Großbritannien
1
Impact assessment
1
Index futures
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
8
Author
All
Diebold, Francis X.
Engle, Robert F.
Slottje, Daniel Jonathan
8
Bollerslev, Tim
3
Jorgenson, Dale Weldeau
3
Klaauw, Wilbert van der
3
Klein, Lawrence Robert
3
Koop, Gary
3
Mroz, Thomas A.
3
Park, Joon Y.
3
Pesaran, M. Hashem
3
Ryu, Hang-keun
3
Sickles, Robin C.
3
Slesnick, Daniel T.
3
Steel, Mark F. J.
3
Arcidiacono, Peter
2
Atkinson, Scott Estes
2
Baltagi, Badi H.
2
Bansal, Ravi
2
Basmann, Robert L.
2
Berndt, Ernst R.
2
Bound, John
2
Card, David E.
2
Chen, Xiaohong
2
Chernozhukov, Victor
2
Dufour, Jean-Marie
2
Duggal, Vijaya G.
2
Fernandes, Marcelo
2
Franses, Philip Hans
2
Ghysels, Eric
2
Grammig, Joachim
2
Groen, Jeffrey A.
2
Hayes, Kathy Jean
2
Heckman, James J.
2
Hirschberg, Joseph G.
2
Jansen, Dennis W.
2
LaFrance, Jeffrey T.
2
Lee, David S.
2
Li, Canlin
2
Maasoumi, Esfandiar
2
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
31
Working papers / Financial Institutions Center
9
CFS working paper series
7
Discussion paper / Department of Economics, University of California San Diego
7
Working papers / Penn Institute for Economic Research
7
Working papers / Rodney L. White Center for Financial Research
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
NBER working paper series
5
The review of economics and statistics
5
The review of financial studies
5
NBER Working Paper
4
Discussion paper / Centre for Economic Policy Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of monetary economics
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Business review / Federal Reserve Bank of Philadelphia
2
CFS Working Paper
2
Covid economics : vetted and real-time papers
2
International economic review
2
International finance discussion papers
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
Journal of international economics
2
The American economic review
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
American Economic Review papers and proceedings
1
Brookings papers on economic activity : BPEA
1
Business cycles, indicators, and forecasting
1
Discussion papers / CEPR
1
Econometric analysis of financial and economic time series ; part B
1
Econometric methods and financial time series
1
Economics letters
1
Economía chilena
1
European economic review : EER
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
2
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
3
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
4
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
5
The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
Saved in:
6
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001617180
Saved in:
7
Asset pricing with a factor-ARCH covariance structure : empirical estimates for treasury bills
Engle, Robert F.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001332074
Saved in:
8
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->