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On the correlation structure of microstructure noise in theory and practice

Diebold, Francis X. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003769457

Testing for bubbles, reflecting barriers and other anomalies

Diebold, Francis X. - In: Journal of economic dynamics & control 12 (1988) 1, pp. 63-70

Persistent link: https://www.econbiz.de/10001046143

On the correlation structure of microstructure noise in theory and practice

Diebold, Francis X. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003790675

On the correlation structure of microstructure noise in theory and practice

Diebold, Francis X.; Strasser, Georg H. - 2008

We argue for incorporating the financial economics of market microstructure into the financial econometrics of asset …-Frequency Data ; Financial econometrics …

Persistent link: https://www.econbiz.de/10003831222

The econometrics of macroeconomics, finance and the interface : [This issue is based on two international conferences held in 2003]

Diebold, Francis X. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003298555

Econometric forecasting : special issue

Diebold, Francis X. (contributor); … - In: Journal of applied econometrics 11 (1996) 5, pp. 453-593

Persistent link: https://www.econbiz.de/10001209124

Elements of forecasting

Diebold, Francis X. - 2001 - 2. ed.

Persistent link: https://www.econbiz.de/10001486443

Symposium on forecasting and empirical methods in macroeconomics and finance

Diebold, Francis X. (contributor); … - In: International economic review 39 (1998) 4, pp. 811-1146

Persistent link: https://www.econbiz.de/10001252224

Bootstrapping multivariate spectra

Berkowitz, Jeremy - In: The review of economics and statistics 80 (1998) 4, pp. 664-666

Persistent link: https://www.econbiz.de/10001254685

Bootstrapping Multivariate Spectra

Berkowitz, Jeremy - 2008

We generalize the Franke-HAtilde; Acirc;curren;rdle (1992) spectral density bootstrap to themultivariate case. The extension is non-trivial and facilitates use of the Franke-HAtilde; Acirc;curren;rdlebootstrap in frequency-domain econometric work, which often centers on cross-variabledynamic...

Persistent link: https://www.econbiz.de/10012769333