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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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State space modelling of time series : a review essay
Diebold, Francis X. - In: Journal of economic dynamics & control 13 (1989) 4, pp. 597-612
Persistent link: https://www.econbiz.de/10001071863
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Serial correlation and the combination of forecasts
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10001044765
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The exact initial covariance matrix of the state vector of a general MA(q) process
Diebold, Francis X. - In: Economics letters 22 (1986) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10001018471
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On asymmetry in economic time series
Diebold, Francis X. - In: Economics, econometrics and the link : essays in honor …, (pp. 119-128). 1995
Persistent link: https://www.econbiz.de/10001316546
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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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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000108981
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Modeling volatility dynamics
Diebold, Francis X.; López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945662
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854431
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Optimal prediction under asymmetric loss
Christoffersen, Peter F.; Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000968816