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Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
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2005
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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
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Forecasting the term structure of government bond yields
Diebold, Francis X.
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Li, Canlin
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2003
Persistent link: https://www.econbiz.de/10003229524
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Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
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2003
Persistent link: https://www.econbiz.de/10003229525
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Parametric and nonparametric volatility measurement
Andersen, Torben
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Bollerslev, Tim
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2002
Persistent link: https://www.econbiz.de/10003229526
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The Nobel memorial prize for Robert Engle
Diebold, Francis X.
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Engle, Robert F.
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2004
Persistent link: https://www.econbiz.de/10003229527
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The macroeconomy and the yield curve : a dynamic latent factor approach
Diebold, Francis X.
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2004
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Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
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2004
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Persistent link: https://www.econbiz.de/10003229579
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
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Brandt, Michael W.
;
Kadlec, Gregory B.
; …
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
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