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~isPartOf:"Technical working paper / National Bureau of Economic Research"
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Diebold, Francis X.
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Technical working paper / National Bureau of Economic Research
CFS Working Paper Series
657
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Cointegration and long-horizon forecasting
Christoffersen, Peter F.
;
Diebold, Francis X.
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1997
Persistent link: https://www.econbiz.de/10000977739
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2
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
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1994
Persistent link: https://www.econbiz.de/10000920915
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3
COINTEGRATION AND LONG-HORIZON FORECASTING
Christoffersen, Peter F.
;
Diebold, Francis X.
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1997
Persistent link: https://www.econbiz.de/10005979804
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4
COINTEGRATION AND LONG-HORIZON FORECASTING Technical Working Paper 217
Christoffersen, Peter F.
;
Diebold, Francis X.
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1996
Persistent link: https://www.econbiz.de/10005989698
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5
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
6
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
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7
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
-
1994
Persistent link: https://www.econbiz.de/10000920919
Saved in:
8
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
Saved in:
9
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
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10
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.
;
Schuermann, Til
-
1996
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Rev. ed
Persistent link: https://www.econbiz.de/10000945190
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