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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
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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
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Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil; Diebold, Francis X.; Schuermann, Til - 2000
Persistent link: https://www.econbiz.de/10001476401
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1994
Persistent link: https://www.econbiz.de/10000920919
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Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1995
Persistent link: https://www.econbiz.de/10000920966
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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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/10000971924
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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
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Modeling volatility dynamics
Diebold, Francis X.; López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945662
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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420