19 treff

Financial and macroeconomic connectedness : a network approach to measurement and monitoring
Francis X. Diebold and Kamil Yilmaz
Bok Engelsk 2015
Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Francis X. Diebold and Glenn D. Rudebusch...
Bok Engelsk 2013
The Known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
[edited by] Francis X. Diebold, Neil A. D...
Bok Engelsk 2010
Elements of forecasting
Francis X. Diebold
Bok Engelsk 2007
Elements of forecasting
Francis X. Diebold
Bok Engelsk 2004
The Nobel Memorial Prize for Robert F. Engle
Francis X. Diebold
Bok Engelsk 2004
A no-arbitrage approach to range-based estimation of return covariances and correlations
Michael W. Brandt, Francis X. Diebold
Bok Engelsk 2003
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
Bok Engelsk 2003
Forecasting the term structure of government bond yields
Francis X. Diebold, Canlin Li
Bok Engelsk 2003
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models

Bok Engelsk 2001
Unit root tests are useful for selecting forecasting models

Bok Engelsk 1999
Business cycles : durations, dynamics, and forecasting
Francis X. Diebold and Glenn D. Rudebusch...
Bok Engelsk 1999
How relevant is volatility forecasting for financial risk management?

Bok Engelsk 1998
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Bok Engelsk 1998
The past, present, and future of macroeconomic forecasting

Bok Engelsk 1997
Deterministic vs. stochastic trend in U.S. GNP, yet again

Bok Engelsk 1996
Dynamic equilibrium economies : a framework for comparing models and data
Francis X. Diebold, Lee E. Ohanian, Jerem...
Bok Engelsk 1995
Comparing predictive accuracy
Francis X. Diebold, Roberto S. Mariano
Bok Engelsk 1994
Empirical modeling of exchange rate dynamics
Francis X. Diebold
Bok Engelsk 1988