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subject:"Estimation"
subject:"Volatilität"
~person:"Diebold, Francis X."
~subject:"United States"
~type_genre:"Working Paper"
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Diebold, Francis X.
Gao, Jiti
23
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ECONIS (ZBW)
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Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
3
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
4
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. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
5
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
Saved in:
6
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.
;
Ohanian, Lee E.
;
Berkowitz, Jeremy
-
1998
Persistent link: https://www.econbiz.de/10000981020
Saved in:
7
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. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
8
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:
9
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.
;
Ohanian, Lee E.
;
Berkowitz, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000633266
Saved in:
10
Deterministic vs. stochastic trend in US GNP, yet again
Diebold, Francis X.
;
Senhadji-Semlali, Abdel
-
1996
Persistent link: https://www.econbiz.de/10000569089
Saved in:
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