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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Diebold, Francis X."
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Diebold, Francis X.
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ECONIS (ZBW)
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Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
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2
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
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3
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.
;
Schuermann, Til
-
1996
-
Rev. ed
Persistent link: https://www.econbiz.de/10000945190
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4
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
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