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Bootstrapping multivariate spectra
Berkowitz, Jeremy - In: The review of economics and statistics 80 (1998) 4, pp. 664-666
Persistent link: https://www.econbiz.de/10001254685
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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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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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How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.; Diebold, Francis X. - In: The review of economics and statistics 82 (2000) 1, pp. 12-22
Persistent link: https://www.econbiz.de/10001456328
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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