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The time-series structure of exchange rate fluctuations
Diebold, Francis X. - 1986
Persistent link: https://www.econbiz.de/10000723411
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Empirical modeling of exchange rate dynamics
Diebold, Francis X. - 1988
Persistent link: https://www.econbiz.de/10013278035
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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420
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Nonparametric exchange rate prediction?
Diebold, Francis X. - In: Journal of international economics 28 (1990) 3, pp. 315-332
Persistent link: https://www.econbiz.de/10001088457
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The dynamics of exchange rate volatility : a multivariate latent factor ARCH model
Diebold, Francis X. - In: Journal of applied econometrics 4 (1989) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001071192
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Endogenous risk in a portfolio-balance rational-expectations model of the deutschemark-dollar rate
Diebold, Francis X. - In: European economic review : EER 32 (1988) 1, pp. 27-53
Persistent link: https://www.econbiz.de/10001036445
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Has the EMS reduced member-country exchange rate volatility?
Diebold, Francis X. - In: Empirical economics : a journal of the Institute for … 13 (1988) 2, pp. 81-102
Persistent link: https://www.econbiz.de/10001045578
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On cointegration and exchange rate dynamics
Diebold, Francis X. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [rev.]
Persistent link: https://www.econbiz.de/10000145066
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Modeling and forecasting realized volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 579-625
Persistent link: https://www.econbiz.de/10001750369