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~language:"eng"
~person:"Diebold, Francis X."
~person:"Stambaugh, Robert F."
~subject:"Prognoseverfahren"
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Prognoseverfahren
Capital income
174
Kapitaleinkommen
174
Theorie
114
Theory
114
Volatility
59
Volatilität
59
Estimation
38
Schätzung
38
USA
37
United States
37
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36
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35
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Prognose
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13
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Diebold, Francis X.
Stambaugh, Robert F.
Gupta, Rangan
97
McMillan, David G.
57
Pierdzioch, Christian
51
Zaremba, Adam
42
Ma, Feng
38
Wang, Yudong
37
Wohar, Mark E.
37
Zhou, Guofu
33
Guidolin, Massimo
32
Timmermann, Allan
32
Bollerslev, Tim
31
Narayan, Paresh Kumar
31
Zhang, Yaojie
28
Bouri, Elie
26
Jiang, Fuwei
20
McAleer, Michael
19
Salisu, Afees A.
19
Li, Yan
17
Tamoni, Andrea
17
Cakici, Nusret
16
Kim, Jae H.
16
Lux, Thomas
16
Bekaert, Geert
15
Pettenuzzo, Davide
15
Bali, Turan G.
14
Engsted, Tom
14
Guo, Hui
14
Liang, Chao
14
Long, Huaigang
14
Prokopczuk, Marcel
14
Reeves, Jonathan J.
14
Tu, Jun
14
Balcilar, Mehmet
13
Bonato, Matteo
13
Caporin, Massimiliano
13
Dai, Zhifeng
13
Kelly, Bryan T.
13
Nonejad, Nima
13
Pan, Zhiyuan
13
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National Bureau of Economic Research
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4
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The Econometric and Tinbergen Institutes Lectures
3
The review of economics and statistics
2
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1
Handbook of economic forecasting ; 1
1
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ECONIS (ZBW)
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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/10000682409
Saved in:
2
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
3
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
4
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:
5
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003349891
Saved in:
6
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
7
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
8
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
9
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. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
10
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001806479
Saved in:
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