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Modeling volatility dynamics
Diebold, Francis X.; López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945662
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854431
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Optimal prediction under asymmetric loss
Christoffersen, Peter F.; Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000968816
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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - 1994
Persistent link: https://www.econbiz.de/10000920915
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1990
Persistent link: https://www.econbiz.de/10000807109
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Deterministic vs. stochastic trend in US GNP, yet again
Diebold, Francis X.; Senhadji-Semlali, Abdel - 1996
Persistent link: https://www.econbiz.de/10000569089
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Serial correlation and the combination of forecasts
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10001044765
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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The uncertain unit root in real GNP : comment
Diebold, Francis X. - In: The American economic review 86 (1996) 5, pp. 1291-1298
Persistent link: https://www.econbiz.de/10001214013