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Financial risk measurement and management
Diebold, Francis X.
(
contributor
)
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2012
Persistent link: https://www.econbiz.de/10009773251
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162
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
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2013
Persistent link: https://www.econbiz.de/10009696029
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163
On the origin(s) and development of the term "big data"
Diebold, Francis X.
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2012
Persistent link: https://www.econbiz.de/10009665547
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164
Comparing predictive accuracy, twenty years later : a personal perspective on the use and abuse of Diebold-Mariano tests
Diebold, Francis X.
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2012
Persistent link: https://www.econbiz.de/10009665587
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165
A Markov-switching multi-fractal inter-trade duration model, with application to U.S. equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
-
2012
Persistent link: https://www.econbiz.de/10009625203
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166
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
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2011
Persistent link: https://www.econbiz.de/10010196666
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167
Improving GDP measurement : a forecast combination perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
-
2011
Persistent link: https://www.econbiz.de/10010196669
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168
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
-
2013
-
[Rev.]
Persistent link: https://www.econbiz.de/10010198274
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169
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
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170
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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