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Forecasting the term structure of government bond yields
Diebold, Francis X.
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contributor
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Li, Canlin
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
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Diebold, Francis X.
;
Mariano, …
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2007
Persistent link: https://www.econbiz.de/10003729191
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3
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
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contributor
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2008
Persistent link: https://www.econbiz.de/10003790653
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Macroeconomic volatility and stock market volatility, world-wide
Diebold, Francis X.
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contributor
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2008
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Rev.
Persistent link: https://www.econbiz.de/10003790656
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On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
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contributor
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2008
Persistent link: https://www.econbiz.de/10003790675
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Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.
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2007
Persistent link: https://www.econbiz.de/10003415390
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
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2007
Persistent link: https://www.econbiz.de/10003586276
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Real-time measurement of business conditions
Aruoba, S. Borağan
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2007
Persistent link: https://www.econbiz.de/10003586278
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
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Bollerslev, Tim
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2005
Persistent link: https://www.econbiz.de/10003586300
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A Markov-switching multi-fractal inter-trade duration model, with application to U.S. equities
Chen, Fei
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Diebold, Francis X.
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Schorfheide, Frank
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2012
Persistent link: https://www.econbiz.de/10009625203
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