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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420
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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [rev.]
Persistent link: https://www.econbiz.de/10000145066
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. - 2004
Persistent link: https://www.econbiz.de/10002025610
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The Nobel memorial prize for Robert Engle
Diebold, Francis X. (contributor); Engle, Robert F. (honouree) - 2004
Persistent link: https://www.econbiz.de/10003229527
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. - 2004
I review and interpret two of Robert Engle's most important contributions: the theory and application of cointegration …, and the theory and application of dynamic volatility models. I treat the latter much more extensively, de …
Persistent link: https://www.econbiz.de/10012468270
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. - 2005
Persistent link: https://www.econbiz.de/10014069663
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Modeling and forecasting realized volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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Range-based estimation of stochastic volatility models
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - 2001
Persistent link: https://www.econbiz.de/10001561834