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Diebold, Francis X.
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535
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ECONIS (ZBW)
283
EconStor
5
RePEc
2
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1
Improving GDP Measurement : a Forecast Combination Perspective
Aruoba, S. Borağan
-
2011
put the
theory
to work, producing a superior combined estimate of GDP growth for the U.S., GDPC. We compare GDPC to GDPE …
Persistent link: https://www.econbiz.de/10013120293
Saved in:
2
Improving GDP Measurement : A Forecast Combination Perspective
Aruoba, S. Boragan
-
2011
put the
theory
to work, producing a superior combined estimate of GDP growth for the U.S., GDPC. We compare GDPC to GDPE …
Persistent link: https://www.econbiz.de/10012461237
Saved in:
3
Improving GDP Measurement : A Forecast Combination Perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
-
2011
. They then put the
theory
to work, producing a superior combined estimate of GDP growth for the U.S., GDPC. The authors …
Persistent link: https://www.econbiz.de/10014177383
Saved in:
4
Improving GDP Measurement : A Forecast Combination Perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
-
2011
put the
theory
to work, producing a superior combined estimate of GDP growth for the U.S., GDPC. We compare GDPC to GDPE …
Persistent link: https://www.econbiz.de/10014177832
Saved in:
5
Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.
;
Mariano, Roberto S.
-
1991
Persistent link: https://www.econbiz.de/10000824177
Saved in:
6
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
-
1991
Persistent link: https://www.econbiz.de/10000108981
Saved in:
7
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
-
This version: September 2003
A rapidly growing literature has documented important improvements in volatility measurement and forecasting performance through the use of realized volatilities constructed from high-frequency returns coupled with relatively simple reduced-form time series modeling procedures. Building on...
Persistent link: https://www.econbiz.de/10009764770
Saved in:
8
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
9
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 134-144
Persistent link: https://www.econbiz.de/10001639892
Saved in:
10
Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001846702
Saved in:
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