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Volatilität
Theorie
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Diebold, Francis X.
110
Bollerslev, Tim
42
Andersen, Torben
23
Yılmaz, Kamil
22
Christoffersen, Peter F.
21
Andersen, Torben G.
18
Labys, Paul
9
Alizadeh, Sassan
8
Brandt, Michael W.
8
Shin, Minchul
4
Strasser, Georg H.
4
Wu, Jin
4
Christoffersen, Peter
3
Ebens, Heiko
3
Lopez, Jose A.
3
Rudebusch, Glenn D.
3
Schorfheide, Frank
3
Kadlec, Gregory B.
2
Lee, Dong Jin
2
Strasser, Georg
2
Wu, Jin (Ginger)
2
Yilmaz, Kamil
2
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2
Zhong, Molin
2
Anderson, Torben G.
1
Chen, Fei
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1
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1
García López, José A.
1
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1
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1
Mariano, Roberto S.
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Santomero, Anthony M.
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Schuermann, Til
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Tse, Yiu Kuen
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
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1
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Financial services at the crossroads: capital regulation in the twenty-first century
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
107
EconStor
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On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
Saved in:
2
On the evolution of U.S. temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
-
2019
Persistent link: https://www.econbiz.de/10012064979
Saved in:
3
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
4
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
-
2004
Persistent link: https://www.econbiz.de/10002025610
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5
Modeling volatility dynamics
Diebold, Francis X.
;
Lopez, Jose A.
-
1995
Persistent link: https://www.econbiz.de/10000587223
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6
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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7
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
Saved in:
8
Macroeconomic volatility and stock market volatility, world-wide
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769413
Saved in:
9
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769457
Saved in:
10
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
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