//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The review of economics and statistics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Measuring the Dynamics of Glob...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5
Theory
5
USA
4
United States
4
Forecasting model
3
Prognoseverfahren
3
Capital income
2
Kapitaleinkommen
2
Volatility
2
Volatilität
2
1929-1987
1
1952-1993
1
1990-2002
1
1996
1
Betriebliche Finanzwirtschaft
1
Business cycle
1
Business cycle theory
1
Currency derivative
1
Deutschland
1
Devisenmarkt
1
Econometrics
1
Einkommenshypothese
1
Estimation
1
Exchange rate
1
Foreign exchange market
1
Futures
1
Germany
1
Income hypothesis
1
Japan
1
Konjunktur
1
Konjunkturtheorie
1
Managerial finance
1
Multivariate Analyse
1
Multivariate analysis
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Time series analysis
1
Wechselkurs
1
Währungsderivat
1
more ...
less ...
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
6
Author
All
Diebold, Francis X.
12
Berkowitz, Jeremy
3
Rudebusch, Glenn D.
3
Bollerslev, Tim
2
Christoffersen, Peter F.
2
Hahn, Jinyong
2
Andersen, Torben
1
Andersen, Torben G.
1
Tay, Anthony S.
1
Tay, Anthony S. A.
1
more ...
less ...
Published in...
All
The review of economics and statistics
PIER Working Paper Archive
529
NBER Working Paper
61
NBER working paper series
54
Working paper / National Bureau of Economic Research, Inc.
47
CFS Working Paper Series
34
Working paper / National Bureau of Economic Research, Inc
34
Working papers / Penn Institute for Economic Research
34
PIER Working Paper
32
Home Pages
29
Journal of econometrics
29
Koç University - TÜSİAD Economic Research Forum working paper series
25
Working papers / Financial Institutions Center
24
Technical working paper / National Bureau of Economic Research
22
CFS working paper series
21
Working Papers / Federal Reserve Bank of Philadelphia
20
CFS Working Paper
19
Center for Financial Institutions Working Papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Finance and Economics Discussion Series
17
Working Paper
15
Koç University-TUSIAD Economic Research Forum Working Papers
14
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
14
Working papers / Rodney L. White Center for Financial Research
14
Journal of Econometrics
12
NBER technical working paper series
11
The American economic review
10
FRB of Philadelphia Working Paper
8
New York University, Leonard N. Stern School Finance Department Working Paper Seires
8
Discussion paper / Institute for Empirical Macroeconomics
7
NYU Working Paper
7
Special Studies Papers / Federal Reserve Board (Board of Governors of the Federal Reserve System)
7
Working papers / Federal Reserve Bank of Philadelphia, Research Department
7
Economics letters
6
Financial Institutions Center
6
International journal of forecasting
6
Discussion Paper / Institute for Empirical Macroeconomics
5
Econometric Theory
5
Economics Letters
5
Working papers series / Federal Reserve Bank of San Francisco
5
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
6
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
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
Saved in:
7
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:
8
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
Saved in:
9
NOTES - Bootstrapping Multivariate Spectra
Berkowitz, Jeremy
;
Diebold, Francis X.
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 664-666
Persistent link: https://www.econbiz.de/10007347359
Saved in:
10
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10007861554
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->