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Parametric and nonparametric volatility measurement
Andersen, Torben
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Bollerslev, Tim
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Diebold, Francis X.
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2002
Persistent link: https://www.econbiz.de/10001689115
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Cointegration and long-horizon forecasting
Christoffersen, Peter F.
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Diebold, Francis X.
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1997
Persistent link: https://www.econbiz.de/10000977739
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3
Long memory and regime switching
Diebold, Francis X.
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Inoue, Atsushi
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2000
Persistent link: https://www.econbiz.de/10001534206
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Optimal prediction under asymmetric loss
Christoffersen, Peter F.
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1994
Persistent link: https://www.econbiz.de/10000920915
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Comparing predictive accuracy
Diebold, Francis X.
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Mariano, Roberto S.
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1994
Persistent link: https://www.econbiz.de/10000920919
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6
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.
;
Ohanian, Lee E.
;
Berkowitz, Jeremy
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1995
Persistent link: https://www.econbiz.de/10000920966
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7
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
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1995
Persistent link: https://www.econbiz.de/10000920972
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8
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.
;
Schuermann, Til
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1996
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Rev. ed
Persistent link: https://www.econbiz.de/10000945190
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9
Forecast evaluation and combination
Diebold, Francis X.
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1996
Persistent link: https://www.econbiz.de/10000945293
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10
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
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Kilian, Lutz
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1997
Persistent link: https://www.econbiz.de/10000990203
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