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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
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Real-time real economic activity : entering and exiting the pandemic recession of 2020
Diebold, Francis X. - In: Essays in honour of Fabio Canova, (pp. 5-24). 2022
Persistent link: https://www.econbiz.de/10013443962
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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. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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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
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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. A. - 1999
Persistent link: https://www.econbiz.de/10001426216
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Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - In: The review of economics and statistics 81 (1999) 4, pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
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Modeling and Forecasting Realized Volatility
Andersen, Torben G. - 2001
the large covariance matrices relevant in asset pricing, asset allocation and financial risk management applications …
Persistent link: https://www.econbiz.de/10012470566
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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. - 1998
advances in financial risk management, we provide a detailed application to multivariate high-frequency exchange rate density …
Persistent link: https://www.econbiz.de/10012471967
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Modeling and Forecasting Realized Volatility
Andersen, Torben G. - 2002
the large covariance matrices relevant in asset pricing, asset allocation and financial risk management applications …
Persistent link: https://www.econbiz.de/10012787458
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Chapter 15 Volatility and Correlation Forecasting
Andersen, Torben G.; Bollerslev, Tim; Christoffersen, … - 2006
forecasts in portfolio allocation to density forecasting in risk management. Sections 3–5 present a variety of alternative …
Persistent link: https://www.econbiz.de/10014023691