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PARAMETRIC AND NONPARAMETRIC VOLATILITY MEASUREMENT
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X. - 2002
Persistent link: https://www.econbiz.de/10005941070
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Parametric and nonparametric volatility measurement
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2002
Persistent link: https://www.econbiz.de/10001689115
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COINTEGRATION AND LONG-HORIZON FORECASTING
Christoffersen, Peter F.; Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10005979804
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COINTEGRATION AND LONG-HORIZON FORECASTING Technical Working Paper 217
Christoffersen, Peter F.; Diebold, Francis X. - 1996
Persistent link: https://www.econbiz.de/10005989698
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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - 1994
Persistent link: https://www.econbiz.de/10000920915
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Cointegration and long-horizon forecasting
Christoffersen, Peter F.; Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000977739
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MEASURING PREDICTABILITY: THEORY AND MACROECONOMIC APPLICATIONS
Diebold, Francis X.; Kilian, Lutz - 1997
Persistent link: https://www.econbiz.de/10005980289
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EVALUATING DENSITY FORECASTS Technical Working Paper 215
Diebold, Francis X.; Gunther, Todd A.; Tav, Anthony S. - 1997
Persistent link: https://www.econbiz.de/10005980474
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EXACT MAXIMUM LIKELIHOOD ESTIMATION OF OBSERVATION-DRIVEN ECONOMETRIC MODELS - Technical Working Paper 194
Diebold, Francis X.; Schuermann, Til - 1996
Persistent link: https://www.econbiz.de/10005987624
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FORECAST EVALUATION AND COMBINATION
Diebold, Francis X.; Lopez, Jose A. - 1996
Persistent link: https://www.econbiz.de/10005987849