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Kapitaleinkommen
95
Capital income
94
Theorie
62
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62
Volatilität
48
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47
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29
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26
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Diebold, Francis X.
Gupta, Rangan
181
Zaremba, Adam
162
Caporale, Guglielmo Maria
146
Campbell, John Y.
117
Bekaert, Geert
111
Bali, Turan G.
103
McMillan, David G.
100
Pierdzioch, Christian
99
Harvey, Campbell R.
92
Woessmann, Ludger
92
Bollerslev, Tim
81
Zhou, Guofu
80
Stambaugh, Robert F.
79
McAleer, Michael
78
Timmermann, Allan
78
Cakici, Nusret
75
Titman, Sheridan
75
Wagner, Joachim
75
Smith, James P.
74
Faff, Robert W.
72
Guidolin, Massimo
69
Narayan, Paresh Kumar
69
Wohar, Mark E.
69
Shleifer, Andrei
68
Bouri, Elie
67
Ang, Andrew
66
Zhang, Lu
66
Lehmann, Robert
62
Goetzmann, William N.
58
Subrahmanyam, Avanidhar
58
Plastun, Alex
57
Gil-Alaña, Luis A.
56
Guirguis, Michel
56
Lux, Thomas
55
Peichl, Andreas
55
Poterba, James M.
54
Zimmermann, Klaus F.
54
Bordo, Michael D.
53
Ferson, Wayne E.
53
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14
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4
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4
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14
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13
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11
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11
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10
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6
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3
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3
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3
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2
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2
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2
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1
Handbook of economic forecasting ; 1
1
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1
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1
Long-run growth and short-run stabilization : essays in memory of Albert Ando
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
95
EconStor
1
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1
On the
Comparison
of Interval Forecasts
Askanazi, Ross
-
2018
We explore interval forecast
comparison
when the nominal confidence level is specified, but the quantiles on which … forecast
comparison
fail them. Our negative results strengthen the case for abandoning interval forecasts in favor of density …
Persistent link: https://www.econbiz.de/10012913460
Saved in:
2
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:
3
Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
(
contributor
); …
-
2005
-
Rev.
Persistent link: https://www.econbiz.de/10003726399
Saved in:
4
Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003726982
Saved in:
5
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:
6
Macroeconomic volatility and stock market volatility, world-wide
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769413
Saved in:
7
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769457
Saved in:
8
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
9
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
10
Macroeconomic volatility and stock market volatility, world-wide
Diebold, Francis X.
(
contributor
); …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003790656
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