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isPartOf:"Business review / Federal Reserve Bank of Philadelphia"
subject:"Exchange rate"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Diebold, Francis X."
~subject:"Forecasting model"
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Diebold, Francis X.
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
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2
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
3
Evaluating density forecasts of inflation : the survey of professional forecasters
Diebold, Francis X.
;
Tay, Anthony S. A.
;
Wallis, …
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1997
Persistent link: https://www.econbiz.de/10000642829
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