Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
COINTEGRATION AND LONG-HORIZON...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
100
Language
All
Undetermined
97
English
2
Spanish
1
Author
All
Diebold, Francis X.
96
Andersen, Torben G.
16
Bollerslev, Tim
16
Christoffersen, Peter F.
12
Rudebusch, Glenn D.
12
Berkowitz, Jeremy
5
Labys, Paul
5
Li, Canlin
5
Yilmaz, Kamil
5
Brandt, Michael W.
4
Campbell, Sean D.
4
Christensen, Jens H.E.
4
Tay, Anthony S.
4
Vega, Clara
4
Aruoba, S.Boragan
3
Kilian, Lutz
3
Lopez, Jose A.
3
Ohanian, Lee E.
3
Schuermann, Til
3
Yue, Vivian Z.
3
Alizadeh, Sassan
2
Anderson, Torben G.
2
Ebens, Heiko
2
Gunther, Todd A.
2
Hahn, Jinyong
2
Mariano, Roberto S.
2
Neumark, David
2
Piazzesi, Monika
2
Polsky, Daniel
2
Scotti, Chiara
2
Senhadji, Abdelhak S.
2
Wu, Jin
2
Bangia, Anil
1
Bollereslev, Tim
1
Bollersiev, Tim
1
Bomfim, Antulio N.
1
Boragˇan Aruoba, S.
1
Chen, Celia
1
Diebold, Francis Xavier
1
Gardeazabal, Javier
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc
33
Journal of econometrics
10
Technical working paper / National Bureau of Economic Research
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The review of economics and statistics
6
The American economic review
4
International economic review
3
Econometric theory
2
Journal of the American Statistical Association : JASA
2
The journal of finance : the journal of the American Finance Association
2
Brookings papers on economic activity : BPEA
1
Business review / Federal Reserve Bank of Philadelphia
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Economía chilena
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
ILR review : a publication of the New York State School of Industrial and Labor Relations, a statutory college of the State University, Cornell University, Ithaca
1
IMF staff papers
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International journal of forecasting
1
Journal of accounting, auditing & finance
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of international economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Scandinavian journal of economics
1
The econometrics journal
1
The journal of business : B
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economic studies
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
676
RePEc
264
EconStor
26
USB Cologne (EcoSocSci)
9
Other ZBW resources
3
USB Cologne (business full texts)
1
more ...
less ...
Showing
1
-
10
of
100
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
Management science : journal of the Institute for …
52
(
2006
)
8
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10007290190
Saved in:
2
COINTEGRATION AND LONG-HORIZON FORECASTING
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1997
Persistent link: https://www.econbiz.de/10005979804
Saved in:
3
Special Section on Exogeneity, Cointegration, and Economic Policy - Cointegration and Long-Horizon Forecasting
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 450-458
Persistent link: https://www.econbiz.de/10008218977
Saved in:
4
How Relevant is Volatility Forecasting for Financial Risk Management?
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
The review of economics and statistics
82
(
2000
)
1
,
pp. 12-22
Persistent link: https://www.econbiz.de/10006386540
Saved in:
5
HOW RELEVANT IS VOLATILITY FORECASTING FOR FINANCIAL RlSK MANAGEMENT?
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1998
Persistent link: https://www.econbiz.de/10006990633
Saved in:
6
Optimal Prediction under Asymmetric Loss
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10006995385
Saved in:
7
VOLATILITY FORECASTING
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2005
Persistent link: https://www.econbiz.de/10006960219
Saved in:
8
FINANCIAL ASSET RETURNS, DIRECTION-OF-CHANGE FORECASTING, AND VOLATILITY DYNAMICS
Christoffersen, Peter F.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10006966768
Saved in:
9
PRACTICAL VOLATILITY AND CORRELATION MODELING FOR FINANCIAL MARKET RISK MANAGEMENT
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2005
Persistent link: https://www.econbiz.de/10006956030
Saved in:
10
Evaluating Interval Forecasts
Christoffersen, Peter F.
- In:
International economic review
39
(
1998
)
4
,
pp. 841-862
Persistent link: https://www.econbiz.de/10007348085
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
