Narrow search
Showing 1 - 10 of 103
Cover Image
Horizon problems and extreme events in financial risk management
Christoffersen, Peter F.; Diebold, Francis Xavier; … - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10009921369
Cover Image
VOLATILITY ESTIMATION: GREAT REALISATIONS - In a world of continuous trading, accurate estimation of realised volatility is vital. In the first of two empirically flavoured papers,...
Andersen, Torben; Bollerslev, Tim; Diebold, Francis; … - In: Risk : managing risk in the world's financial markets 13 (2000) 3, pp. 105-109
Persistent link: https://www.econbiz.de/10007051059
Cover Image
LIQUIDITY: LIQUIDITY ON THE OUTSIDE - There is a demand for porfolio-independent measures that reflect market behaviour. The authors suggest a possible route towards this goal.
Bangia, Anil; Diebold, Francis; Schuermann, Til; … - In: Risk : managing risk in the world's financial markets 12 (1999) 6, pp. 68-74
Persistent link: https://www.econbiz.de/10007056823
Cover Image
Scale Models - Why scaling up risk by the square root of time is an even worse approximation than you might expect
Diebold, Francis; Hickman, Adrew; Inoue, Atsushi; … - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 104-107
Persistent link: https://www.econbiz.de/10007065402
Cover Image
Scale Models - Why scaling up risk by the square root of time is an even worse approximation than you might expect
Diebold, Francis; Hickman, Adrew; Inoue, Atsushi; … - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 104-107
Persistent link: https://www.econbiz.de/10007065420
Cover Image
Applications and Case Studies - Weather Forecasting for Weather Derivatives
Campbell, Sean D.; Diebold, Francis X. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 6-16
Persistent link: https://www.econbiz.de/10006607882
Cover Image
Measuring Business Cycles: A Modern Perspective
Diebold, Francis X.; Rudebusch, Glenn D. - In: The review of economics and statistics 78 (1996) 1, pp. 67-77
Persistent link: https://www.econbiz.de/10007314532
Cover Image
The Uncertain Unit Root in Real GNP: Comment
Diebold, Francis X.; Senhadji, Abdelhak S. - In: The American economic review 86 (1996) 5, pp. 1291-1298
Persistent link: https://www.econbiz.de/10007318986
Cover Image
NOTES - Bootstrapping Multivariate Spectra
Berkowitz, Jeremy; Diebold, Francis X. - In: The review of economics and statistics 19980, pp. 664-666
Persistent link: https://www.econbiz.de/10007374399
Cover Image
Symposium on Forecasting Performance: An Introduction
Diebold, Francis X. - In: IMF staff papers 49 (2002) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10007478716