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~isPartOf:"The review of economics and statistics"
~language:"eng"
~language:"fin"
~language:"slk"
~person:"Diebold, Francis X."
~person:"Griffin, James M."
~type_genre:"Article in journal"
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Diebold, Francis X.
Griffin, James M.
Rosenthal, Stuart S.
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ECONIS (ZBW)
12
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1
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
2
New evidence on asymmetric gasoline price responses
Bachmeier, Lance J.
;
Griffin, James M.
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 772-776
Persistent link: https://www.econbiz.de/10001791807
Saved in:
3
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
The review of economics and statistics
82
(
2000
)
1
,
pp. 12-22
Persistent link: https://www.econbiz.de/10001456328
Saved in:
4
To pool or not to pool : homogeneous versus heterogeneous estimators applied to cigarette demand
Baltagi, Badi H.
;
Griffin, James M.
;
Xiong, Weiwen
- In:
The review of economics and statistics
82
(
2000
)
1
,
pp. 117-126
Persistent link: https://www.econbiz.de/10001456383
Saved in:
5
Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
Saved in:
6
Bootstrapping multivariate spectra
Berkowitz, Jeremy
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 664-666
Persistent link: https://www.econbiz.de/10001254685
Saved in:
7
Measuring business cycles : a modern perspective
Diebold, Francis X.
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10001334370
Saved in:
8
A dynamic demand model for liquor : the case for pooling
Baltagi, Badi H.
- In:
The review of economics and statistics
77
(
1995
)
3
,
pp. 545-554
Persistent link: https://www.econbiz.de/10001192702
Saved in:
9
The measurement of firm-specific indexes of technical change
Baltagi, Badi H.
- In:
The review of economics and statistics
77
(
1995
)
4
,
pp. 654-663
Persistent link: https://www.econbiz.de/10001198785
Saved in:
10
Is consumption too smooth? : long memory and the Deaton paradox
Diebold, Francis X.
- In:
The review of economics and statistics
73
(
1991
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001107501
Saved in:
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