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Results: 1-12 |
Results: 12
The distribution of realized exchange rate volatility
Authors: Andersen, TG Bollerslev, T Diebold, FX Labys, P
Citation: Tg. Andersen et al., The distribution of realized exchange rate volatility, J AM STAT A, 96(453), 2001, pp. 42-55
Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion
Authors: Hodges, SD Roberts, G Papaspiliopoulos, O Sentana, E Bingham, NH Cox, DR Nicolato, E Venardos, E Critchley, F Davis, MHA Tompkins, R Benth, FE Karlsen, KH Reikvam, K Brockwell, PJ Davis, RA Christensen, BJ Dellaportas, P McCoy, EJ Stephens, DA Diebold, FX Fruhwirth-Schnatter, S Genon-Catalot, V Laredo, C Grange, CWJ Griffin, JE Steel, MFJ Hobson, D Jensen, JL Jones, MC Lawrance, AJ Ledford, AW Leonenko, NN Levendorskii, S Mandelbrot, BB Meddahi, N Pitt, MK Priestley, MB Renault, E Rosinski, J Sato, K Taylor, SJ Tong, H Yang, H Veretennikov, AY Walker, SG Werker, BJM Wood, A
Citation: Sd. Hodges et al., Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion, J ROY STA B, 63, 2001, pp. 208-241
Forecasting and empirical methods in finance and macroeconomics
Authors: Diebold, FX West, KD
Citation: Fx. Diebold et Kd. West, Forecasting and empirical methods in finance and macroeconomics, J ECONOMET, 105(1), 2001, pp. 1-3
Long memory and regime switching
Authors: Diebold, FX Inoue, A
Citation: Fx. Diebold et A. Inoue, Long memory and regime switching, J ECONOMET, 105(1), 2001, pp. 131-159
Econometrics: Retrospect and prospect
Authors: Diebold, FX
Citation: Fx. Diebold, Econometrics: Retrospect and prospect, J ECONOMET, 100(1), 2001, pp. 73-75
The distribution of realized stock return volatility
Authors: Andersen, TG Bollerslev, T Diebold, FX Ebens, H
Citation: Tg. Andersen et al., The distribution of realized stock return volatility, J FINAN EC, 61(1), 2001, pp. 43-76
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - Discussion on the paperby Durbin and Koopman
Authors: Durbin, J Koopman, SJ Smith, JQ Shephard, N Chatfield, C Young, P Harvey, A Bhansali, RJ Sahu, SK Doornik, JA Nelder, JA Pitt, MK Aitkin, M Bartlett, MS Chan, K Tong, H Diebold, FX van Dijk, HK Fahrmeir, L Fruhwirth-Schnatter, S Gamerman, D Jacquier, E Polson, NG Jorgensen, B Lundbye-Christensen, S Kitagawa, G Higuchi, T Kumar, K Lee, Y Maravall, A Quenneville, B Thomson, P Zellner, A
Citation: J. Durbin et al., Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - Discussion on the paperby Durbin and Koopman, J ROY STA B, 62, 2000, pp. 29-56
Estimating the underlying change in unemployment in the UK - Discussion
Authors: Bartholomew, DJ Pfeffermann, D Haworth, M Wilson, GT Morton, AS Durbin, J Thomas, R Smith, TMF Longford, NT Briscoe, SJW Bell, WR Diebold, FX Jain, RK Maravall, A Quenneville, B
Citation: Dj. Bartholomew et al., Estimating the underlying change in unemployment in the UK - Discussion, J ROY STA A, 163, 2000, pp. 329-339
Unit-root tests are useful for selecting forecasting models
Authors: Diebold, FX Kilian, L
Citation: Fx. Diebold et L. Kilian, Unit-root tests are useful for selecting forecasting models, J BUS ECON, 18(3), 2000, pp. 265-273
How relevant is volatility forecasting for financial risk management?
Authors: Christoffersen, PF Diebold, FX
Citation: Pf. Christoffersen et Fx. Diebold, How relevant is volatility forecasting for financial risk management?, REV ECON ST, 82(1), 2000, pp. 12-22
Multivariate density forecast evaluation and calibration in financial riskmanagement: High-frequency returns on foreign exchange
Authors: Diebold, FX Hahn, JY Tay, AS
Citation: Fx. Diebold et al., Multivariate density forecast evaluation and calibration in financial riskmanagement: High-frequency returns on foreign exchange, REV ECON ST, 81(4), 1999, pp. 661-673
Bootstrapping multivariate spectra
Authors: Berkowitz, J Diebold, FX
Citation: J. Berkowitz et Fx. Diebold, Bootstrapping multivariate spectra, REV ECON ST, 80(4), 1998, pp. 664-666
Risultati: 1-12 |