//--> //--> //--> //-->
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
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
Ratings migration and the busi...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
250
Theory
245
Prognoseverfahren
192
Forecasting model
187
USA
158
United States
146
Volatilität
115
Volatility
113
Kapitaleinkommen
97
Capital income
96
Schätzung
91
Estimation
89
Welt
89
World
83
Risk management
82
Risikomanagement
74
Schätztheorie
72
Estimation theory
70
Business cycle
62
Time series analysis
60
Zeitreihenanalyse
60
Finanzmarkt
59
Konjunktur
58
Financial market
56
Prognose
56
Forecast
50
Kreditrisiko
50
Yield curve
49
Credit risk
48
Zinsstruktur
47
Portfolio-Management
45
Measurement
41
Messung
41
Portfolio selection
40
Wirtschaftsprognose
40
Economic forecast
38
Aktienmarkt
36
Stock market
35
Exchange rate
34
Impact assessment
34
more ...
less ...
Online availability
All
Free
577
Undetermined
176
Type of publication
All
Book / Working Paper
893
Article
383
Other
2
Type of publication (narrower categories)
All
Working Paper
283
Arbeitspapier
247
Graue Literatur
222
Non-commercial literature
222
Article in journal
123
Aufsatz in Zeitschrift
123
Aufsatz im Buch
21
Book section
21
Collection of articles of several authors
7
Sammelwerk
7
Aufsatzsammlung
6
Bibliografie enthalten
2
Bibliography included
2
Handbook
2
Handbuch
2
Konferenzschrift
2
Lehrbuch
2
Rezension
2
Systematic review
2
Textbook
2
review-article
2
Übersichtsarbeit
2
Article
1
Collection of articles written by one author
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Reprint
1
Sammlung
1
Statistik
1
Thesis
1
more ...
less ...
Language
All
English
789
Undetermined
486
Spanish
3
Author
All
Diebold, Francis X.
958
Schuermann, Til
275
Bollerslev, Tim
166
Rudebusch, Glenn D.
124
Andersen, Torben G.
119
Christoffersen, Peter F.
88
Yılmaz, Kamil
63
Diebold, Francis
62
Pesaran, M. Hashem
60
Aruoba, S. Borağan
46
Schorfheide, Frank
44
Andersen, Torben
43
Shin, Minchul
36
Vega, Clara
36
Li, Canlin
34
Brandt, Michael W.
33
Campbell, Sean D.
33
Aruoba, S. Boragan
32
Labys, Paul
32
Tay, Anthony S.
28
Yilmaz, Kamil
26
Weiner, Scott M.
25
Kilian, Lutz
23
Treutler, Björn-Jakob
23
Nalewaik, Jeremy
22
Smith, L. Vanessa
22
Berkowitz, Jeremy
21
Christoffersen, Peter
21
Song, Dongho
20
Strahan, Philip E.
20
Scotti, Chiara
18
Stiroh, Kevin J.
18
Mariano, Roberto S.
17
Gatev, Evan
16
Alizadeh, Sassan
15
Christensen, Jens H. E.
15
Liu, Laura
15
Wu, Jin
15
Hahn, Jinyong
14
Ohanian, Lee E.
14
more ...
less ...
Institution
All
National Bureau of Economic Research
69
National Bureau of Economic Research (NBER)
57
Department of Economics, University of Pennsylvania
35
Center for Financial Studies
32
Federal Reserve Board (Board of Governors of the Federal Reserve System)
28
Financial Institutions Center, Wharton School of Business
26
Federal Reserve Bank of Philadelphia
20
The Wharton Financial Institutions Center
19
Federal Reserve Bank of New York
12
Rodney L. White Center for Financial Research
12
Finance Department, Stern School of Business
8
Federal Reserve Bank of San Francisco
7
Federal Reserve Bank of Minneapolis
6
CESifo
4
Faculty of Economics, University of Cambridge
4
University of Cambridge / Department of Applied Economics
4
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
4
School of Economics and Management, University of Aarhus
3
University of Cambridge / Faculty of Economics
3
Center for Analytic Research and Economics in the Social Sciences (CARESS), Department of Economics
2
Duke University, Department of Economics
2
East Asian Bureau of Economic Research (EABER)
2
Economics Department, Stern School of Business
2
Institute of Economic Policy Research (IEPR), University of Southern California
2
International Monetary Fund (IMF)
2
Princeton University Press
2
Banco Central de Chile
1
C.E.P.R. Discussion Papers
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre for Economic Policy Research
1
Department of Economics and Related Studies, University of York
1
Department of Economics, Boston College
1
Econometric Society
1
Edward Elgar
1
Edward Elgar Publishing
1
Federal Reserve Bank <New York, NY>
1
Federal Reserve Bank of Chicago
1
Federal Reserve System / Division of Research and Statistics
1
International Conferences on Panel Data
1
Internationaler Währungsfonds / Research Department
1
more ...
less ...
Published in...
All
NBER Working Paper
64
NBER working paper series
57
Working papers / Financial Institutions Center
54
Working paper / National Bureau of Economic Research, Inc.
50
NBER Working Papers
46
Working paper / National Bureau of Economic Research, Inc
36
PIER Working Paper Archive
35
CFS Working Paper Series
34
Working papers / Penn Institute for Economic Research
34
PIER Working Paper
32
Journal of econometrics
29
Center for Financial Institutions Working Papers
26
Technical working paper / National Bureau of Economic Research
22
CFS working paper series
21
International journal of forecasting
20
Working Papers / Federal Reserve Bank of Philadelphia
20
CFS Working Paper
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Finance and Economics Discussion Series
17
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
14
Working papers / Rodney L. White Center for Financial Research
14
Journal of Econometrics
13
The review of economics and statistics
12
NBER Technical Working Papers
11
NBER technical working paper series
11
The American economic review
10
Journal of banking & finance
9
FRB of Philadelphia Working Paper
8
NYU Working Paper
8
New York University, Leonard N. Stern School Finance Department Working Paper Seires
8
Staff Report
8
Staff Reports / Federal Reserve Bank of New York
8
Staff reports / Federal Reserve Bank of New York
8
Discussion paper / Institute for Empirical Macroeconomics
7
International Journal of Forecasting
7
Special Studies Papers / Federal Reserve Board (Board of Governors of the Federal Reserve System)
7
Working papers / Federal Reserve Bank of Philadelphia, Research Department
7
CESifo Working Paper Series
6
Economics letters
6
Financial Institutions Center
6
more ...
less ...
Source
All
ECONIS (ZBW)
731
RePEc
362
OLC EcoSci
128
EconStor
37
USB Cologne (EcoSocSci)
9
Other ZBW resources
5
BASE
4
USB Cologne (business full texts)
2
more ...
less ...
Showing
1
-
10
of
1,278
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil
;
Diebold, Francis X.
;
Schuermann, Til
; …
- In:
Risk management : the state of the art
,
(pp. 3-13)
.
2002
Persistent link: https://www.econbiz.de/10001698270
Saved in:
2
Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil
;
Diebold, Francis X.
;
Kronimus, André
; …
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10001654345
Saved in:
3
Exact maximum likelihood estimation of ARCH models
Diebold, Francis X.
;
Schuermann, Til
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000854410
Saved in:
4
Horizon problems and extreme events in financial risk management
Christoffersen, Peter C.
;
Diebold, Francis X.
; …
- In:
The Handbook of risk
,
(pp. 155-170)
.
2003
Persistent link: https://www.econbiz.de/10001739107
Saved in:
5
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.
;
Schuermann, Til
-
1996
-
Rev. ed
Persistent link: https://www.econbiz.de/10000945190
Saved in:
6
Pitfalls and opportunities in the use of extreme value theory in risk management
Diebold, Francis X.
;
Schuermann, Til
;
Stroughair, John D.
-
1998
Persistent link: https://www.econbiz.de/10000998135
Saved in:
7
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
Saved in:
8
On comparing information in forecasts from econometric models : a comment on Fair and Shiller
Diebold, Francis X.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000854434
Saved in:
9
The time-series structure of exchange rate fluctuations
Diebold, Francis X.
-
1986
Persistent link: https://www.econbiz.de/10000723411
Saved in:
10
Testing for bubbles, reflecting barriers and other anomalies
Diebold, Francis X.
- In:
Journal of economic dynamics & control
12
(
1988
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001046143
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...
//-->