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Diebold, Francis X.
Nijkamp, Peter
526
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ECONIS (ZBW)
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EconStor
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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
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:
3
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:
4
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:
5
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:
6
On the correlation structure of microstructure noise in
theory
and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
Saved in:
7
Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
Saved in:
8
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003586276
Saved in:
9
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:
10
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
-
2007
Persistent link: https://www.econbiz.de/10003604248
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