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Horizon problems and extreme events in financial risk management
Christoffersen, Peter F. - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10001338729
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The Nobel memorial prize for Robert Engle
Diebold, Francis X. (contributor); Engle, Robert F. (honouree) - 2004
Persistent link: https://www.econbiz.de/10003229527
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. - 2004
Persistent link: https://www.econbiz.de/10002025610
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Modeling volatility dynamics
Diebold, Francis X.; Lopez, Jose A. - 1995
Persistent link: https://www.econbiz.de/10000587223
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Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003726982
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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
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Macroeconomic volatility and stock market volatility, world-wide
Diebold, Francis X. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769413
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On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769457
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Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002685057
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005
Persistent link: https://www.econbiz.de/10003350620