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The review of economics and statistics
NBER Working Paper
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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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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
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6
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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7
More on identification in detailed wage decompositions
Gardeazabal, Javier
;
Ugidos-Olazabal, Arantza
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 1034-1036
Persistent link: https://www.econbiz.de/10002536296
Saved in:
8
More on Identification in Detailed Wage Decompositions
Gardeazabal, Javier
;
Ugidos, Arantza
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 1034
Persistent link: https://www.econbiz.de/10006365203
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9
Measuring Business Cycles: A Modern Perspective
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10007314532
Saved in:
10
NOTES - Bootstrapping Multivariate Spectra
Berkowitz, Jeremy
;
Diebold, Francis X.
- In:
The review of economics and statistics
19980
,
pp. 664-666
Persistent link: https://www.econbiz.de/10007374399
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