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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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The asymmetric business cycle
Morley, James C.; Piger, Jeremy Max - In: The review of economics and statistics 94 (2012) 1, pp. 208-221
Persistent link: https://www.econbiz.de/10009565361
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Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different?
Morley, James C.; Nelson, Charles R.; Zivot, Eric - In: The review of economics and statistics 85 (2003) 2, pp. 235-243
Persistent link: https://www.econbiz.de/10001762029
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Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - In: The review of economics and statistics 81 (1999) 4, pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
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R&D spillovers and recipient firm size
Acs, Zoltán J. - In: The review of economics and statistics 76 (1994) 2, pp. 336-345
Persistent link: https://www.econbiz.de/10001170682
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New firm survival : new results using a hazard function
Audretsch, David B.; Mahmood, Talat - In: The review of economics and statistics 77 (1995) 1, pp. 97-103
Persistent link: https://www.econbiz.de/10001180418
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Is consumption too smooth? : long memory and the Deaton paradox
Diebold, Francis X. - In: The review of economics and statistics 73 (1991) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001107501
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New-firm survival and the technological regime
Audretsch, David B. - In: The review of economics and statistics 73 (1991) 3, pp. 441-450
Persistent link: https://www.econbiz.de/10001114478
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R &[and] D rivalry, industrial policy, and US-Japanese trade
Audretsch, David B. - In: The review of economics and statistics 70 (1988) 3, pp. 438-447
Persistent link: https://www.econbiz.de/10001054981
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Measuring business cycles : a modern perspective
Diebold, Francis X. - In: The review of economics and statistics 78 (1996) 1, pp. 67-77
Persistent link: https://www.econbiz.de/10001334370