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A Three-Factor Yield Curve Mod...
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ECONIS (ZBW)
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1
Cross-industry growth differences with asymmetric industries and endogenous market structure
Huang, Chien-Yu
;
Ji, Lei
- In:
The B.E. journal of macroeconomics
19
(
2019
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012027387
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2
Alternative estimates of the presidential premium
Campbell, Sean D.
;
Li, Canlin
-
2004
Persistent link: https://www.econbiz.de/10002512038
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3
Robustness of Long-Maturity Term Premium Estimates
Li, Canlin
;
Meldrum, Andrew
;
Rodriguez, Marius
-
2020
Persistent link: https://www.econbiz.de/10014092269
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
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5
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:
6
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:
7
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
-
1994
Persistent link: https://www.econbiz.de/10000920919
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8
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:
9
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
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10
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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