Narrow search
Showing 1 - 10 of 24
Cover Image
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001606888
Cover Image
SIMULATED LIKELIHOOD ESTIMATION OF DIFFUSIONS WITH AN APPLICATION TO EXCHANGE RATE DYNAMICS IN INCOMPLETE MARKETS
Brandt, Michael W.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10005948160
Cover Image
Parametric and nonparametric volatility measurement
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2002
Persistent link: https://www.econbiz.de/10001689115
Cover Image
Cointegration and long-horizon forecasting
Christoffersen, Peter F.; Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000977739
Cover Image
Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - 2000
Persistent link: https://www.econbiz.de/10001534206
Cover Image
Optimal prediction under asymmetric loss
Christoffersen, Peter F. - 1994
Persistent link: https://www.econbiz.de/10000920915
Cover Image
Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1994
Persistent link: https://www.econbiz.de/10000920919
Cover Image
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1995
Persistent link: https://www.econbiz.de/10000920966
Cover Image
Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
Cover Image
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.; Schuermann, Til - 1996 - Rev. ed
Persistent link: https://www.econbiz.de/10000945190