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Parametric and nonparametric volatility measurement
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2002
Persistent link: https://www.econbiz.de/10001689115
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Cointegration and long-horizon forecasting
Christoffersen, Peter F.; Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000977739
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - 2000
Persistent link: https://www.econbiz.de/10001534206
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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - 1994
Persistent link: https://www.econbiz.de/10000920915
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1994
Persistent link: https://www.econbiz.de/10000920919
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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
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.; Schuermann, Til - 1996 - Rev. ed
Persistent link: https://www.econbiz.de/10000945190
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Forecast evaluation and combination
Diebold, Francis X. - 1996
Persistent link: https://www.econbiz.de/10000945293
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1997
Persistent link: https://www.econbiz.de/10000990203