Narrow search
Showing 1 - 10 of 33
Cover Image
AN ARBITRAGE-FREE GENERALIZED NELSON-SIEGEL TERM STRUCTURE MODEL
Christensen, Jens H.E.; Diebold, Francis X.; Rudebusch, … - 2008
Persistent link: https://www.econbiz.de/10008152902
Cover Image
GLOBAL YIELD CURVE DYNAMICS AND INTERACTIONS: A DYNAMIC NELSON-SIEGEL APPROACH
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007
Persistent link: https://www.econbiz.de/10007887637
Cover Image
THE AFFINE ARBITRAGE-FREE CLASS OF NELSON-SIEGEL TERM STRUCTURE MODELS
Christensen, Jens H.E.; Diebold, Francis X.; Rudebusch, … - 2007
Persistent link: https://www.econbiz.de/10007891738
Cover Image
THE DISTRIBUTION OF EXCHANGE RATE VOLATILITY
Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 1999
Persistent link: https://www.econbiz.de/10006989632
Cover Image
UNIT ROOT TESTS ARE USEFUL FOR SELECTING FORECASTING MODELS
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10006989679
Cover Image
REAL-TIME MULTIVARIATE DENSITY FORECAST EVALUATION AND CALIBRATION: MONITORING THE RISK OF HIGH-FREQUENCY RETURNS ON FOREIGN EXCHANGE
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10006990632
Cover Image
HOW RELEVANT IS VOLATILITY FORECASTING FOR FINANCIAL RlSK MANAGEMENT?
Christoffersen, Peter F.; Diebold, Francis X. - 1998
Persistent link: https://www.econbiz.de/10006990633
Cover Image
THE PAST, PRESENT, AND FUTURE OF MACROECONOMIC FORECASTING - Working Paper 6290
Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10006995560
Cover Image
EVALUATING DENSITY FORECASTS OF INFLATION: THE SURVEY OF PROFESSIONAL FORECASTERS Working Paper 6228
Diebold, Francis X.; Tay, Anthony S. - 1997
Persistent link: https://www.econbiz.de/10006996135
Cover Image
BOUNDED RATIONALITY AND STRATEGIC COMPLEMENTARITY IN A MACROECONOMIC MODEL: POLICY EFFECTS, PERSISTENCE AND MULTIPLIERS
Bomfim, Antulio N.; Diebold, Francis X. - 1996
Persistent link: https://www.econbiz.de/10007001175