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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. - 2004
Persistent link: https://www.econbiz.de/10002025610
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The Nobel memorial prize for Robert Engle
Diebold, Francis X. (contributor); Engle, Robert F. (honouree) - 2004
Persistent link: https://www.econbiz.de/10003229527
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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
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Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001440693
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Financial risk management in a volatile global environment
Diebold, Francis X.; Santomero, Anthony M. - 1999
Persistent link: https://www.econbiz.de/10001427787
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How relevant is volatility forecasting for financial risk
Christoffersen, Peter F.; Diebold, Francis X. - 1999
Persistent link: https://www.econbiz.de/10001463947
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The distribution of stock return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001476423
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Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - 2000
Persistent link: https://www.econbiz.de/10001477772
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Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001477784
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972