E-LIB Suche - Ergebnisse für: Diebold, Francis X

1

Comparing predictive accuracy, twenty years later

, In: Journal of business & economic statistics

a personal perspective on the use and abuse of Diebold-Mari...

Diebold, Francis X.. (2015) 1 - p. 1-24

Copies: Zentrale;

2

Real-time macroeconomic monitoring

, In: The American economic review / publ. by the American Economic Association

real activity, inflation, and interactions

Aruoba, S. Borağan. (2010) 2 - p. 20-24

Copies: Zentrale: z vwl 001 jc/649; Zentrale:Magazin Zs fc 1649

3

Stock returns and expected business conditions: half a cent..:

, In: Journal of business & economic statistics

Campbell, Sean D.. (2009) 2 - p. 266-278

Copies: Zentrale;

4

Real-time measurement of business conditions:

, In: Journal of business & economic statistics

Aruoba, S. Borağan. (2009) 4 - p. 417-427

Copies: Zentrale;

5

Roughing it up

, In: The review of economics and statistics / publ. for Harvard University

including jump components in the measurement, modeling, and...

Andersen, Torben. (2007) 4 - p. 701-720

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6

A no-arbitrage approach to range-based estimation of return..:

, In: The journal of business / The Graduate School of Business of the University of Chicago

Brandt, Michael W.. (2006) 1 - p. 61-74

Copies: Zentrale:Magazin Zs fb 9493

7

Weather forecasting for weather derivatives:

, In: Journal of the American Statistical Association / ed. W. Allen Wallis

Campbell, Sean D.. (2005) 469 - p. 6-16

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8

A framework for exploring the macroeconomic determinants of..:

, In: The American economic review / publ. by the American Economic Association

Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X... (2005) 2 - p. 398-404

Copies: Zentrale: z vwl 001 jc/649; Zentrale:Magazin Zs fc 1649

9

Modeling Bond yields in finance and macroeconomics:

, In: The American economic review / publ. by the American Economic Association

Diebold, Francis X.. (2005) 2 - p. 415-420

Copies: Zentrale: z vwl 001 jc/649; Zentrale:Magazin Zs fc 1649

10

Micro effects of macro announcements

, In: The American economic review / publ. by the American Economic Association

real-time price discovery in foreign exchange

Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X... (2003) 1 - p. 38-62

Copies: Zentrale: z vwl 001 jc/649; Zentrale:Magazin Zs fc 1649

11

Modeling and forecasting realized volatility:

, In: Econometrica

Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X... (2003) 2 - p. 579-625

Copies: Zentrale:Magazin Zs fb 5887

12

Comparing predictive accuracy:

, In: Journal of business & economic statistics

Diebold, Francis X.. (2002) 1 - p. 134-144

Copies: Zentrale;

13

How relevant is volatility forecasting for financial risk m..:

, In: The review of economics and statistics / publ. for Harvard University

Christoffersen, Peter F.. (2000) 1 - p. 12-22

Copies: Zentrale;

14

Unit-root tests are useful for selecting forecasting models:

, In: Journal of business & economic statistics

Diebold, Francis X.. (2000) 3 - p. 265-273

Copies: Zentrale;

15

Multivariate density forecast evaluation and calibration in..

, In: The review of economics and statistics / publ. for Harvard University

high-frequency returns on foreign exchange

Diebold, Francis X.. (1999) 4 - p. 661-673

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