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~isPartOf:"The review of economics and statistics"
~language:"eng"
~person:"Butler, Richard"
~person:"Diebold, Francis X."
~type_genre:"Article in journal"
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Butler, Richard
Diebold, Francis X.
Rosenthal, Stuart S.
11
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9
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8
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ECONIS (ZBW)
11
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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
The effects of worker heterogeneity on duration dependence : low-back claims in workers compensation
Butler, Richard
;
Baldwin, Marjorie L.
;
Johnson, William G.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 708-716
Persistent link: https://www.econbiz.de/10001627257
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
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:
5
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:
6
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:
7
Gamma duration models with heterogeneity
Butler, Richard
- In:
The review of economics and statistics
73
(
1991
)
1
,
pp. 161-166
Persistent link: https://www.econbiz.de/10001107308
Saved in:
8
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:
9
Robust and partially adaptive estimation of regression models
Butler, Richard
(
contributor
)
- In:
The review of economics and statistics
72
(
1990
)
2
,
pp. 321-327
Persistent link: https://www.econbiz.de/10001091520
Saved in:
10
Some generalized mixture distributions with an application to unemployment duration
McDonald, James B.
- In:
The review of economics and statistics
69
(
1987
)
2
,
pp. 232-240
Persistent link: https://www.econbiz.de/10001030404
Saved in:
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