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Estimation
Theorie
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Diebold, Francis X.
80
Bollerslev, Tim
16
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15
Brandt, Michael W.
15
Rudebusch, Glenn D.
13
Andersen, Torben
12
Yılmaz, Kamil
10
Nalewaik, Jeremy
9
Santa-Clara, Pedro
9
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8
Ohanian, Lee E.
8
Schorfheide, Frank
8
Song, Dongho
8
Christoffersen, Peter F.
6
Demirer, Mert
6
Hahn, Jinyong
6
Liu, Laura
6
Mariano, Roberto S.
6
Tay, Anthony S. A.
5
Goulet Coulombe, Philippe
4
Göbel, Maximilian
4
Labys, Paul
4
Wu, Jin
4
Zhang, Boyuan
4
Andersen, Torben G.
3
Gardeazabal, Javier
3
Valkanov, Rossen I.
3
Aruoba, S. Boragan
2
Aït-Sahalia, Yacine
2
Baillie, Richard
2
Bangia, Anil
2
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2
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2
Kim, Kun Ho
2
Schuermann, Til
2
Wu, Jin (Ginger)
2
Anderson, Torben G.
1
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1
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1
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NBER working paper series
12
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10
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8
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7
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4
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4
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4
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4
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
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1
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ECONIS (ZBW)
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1
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
2
The macroeconomy and the yield curve : a dynamic latent factor approach
Diebold, Francis X.
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229558
Saved in:
3
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:
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
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
Saved in:
6
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
-
1994
Persistent link: https://www.econbiz.de/10000920919
Saved in:
7
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
Saved in:
8
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
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/10000971924
Saved in:
10
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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