FX Diebold… - Journal of business and economic statistics, 2002 - ASA
Page 1. © 1995 American Statistical Association Journal of Business & Economic
Statistics, July 1995, Vol. 13, No. 3 Comparing Predictive Accuracy Francis X. Diebold
Department of Economics, University of Pennsylvania, Philadelphia ...
TG Andersen,
T Bollerslev, FX Diebold… - Econometrica, 2003 - Wiley Online Library
Page 1. Econometrica, Vol. 71, No. 2 (March, 2003), 579–625 MODELING AND
FORECASTING REALIZED VOLATILITY By Torben G. Andersen, Tim Bollerslev,
Francis X. Diebold, and Paul Labys1 We provide a framework ...
Page 1. NBER WORKING PAPER SERIES THE DISTRIBUTION OF EXCHANGE
RATE VOLATILITY Torben G. Anderson Tim Bollerslev Francis X. Diebold Paul Labys
Working Paper 6961 http://www.nber.org/papers/w6961 ...
TG Andersen,
T Bollerslev, FX Diebold… - Journal of Financial …, 2001 - Elsevier
FX Diebold, TA Gunther… - 1997 - nber.org
Page 1. TECHNICAL WORKING PAPER SERIES EVALUATING DENSITY
FORECASTS Francis X. Diebold Todd A. Günther Anthony S. Tay Technical Working
Paper 215 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
FX Diebold… - Journal of Econometrics, 2001 - Elsevier
Page 1. NBER WORKING PAPER SERIES MICRO EFFECTS OF MACRO
ANNOUNCEMENTS: REAL-TIME PRICE DISCOVERY IN FOREIGN EXCHANGE
Torben G. Andersen Tim Bollerslev Francis X. Diebold Clara Vega ...
FX Diebold… - Journal of Econometrics, 2006 - Elsevier
S Alizadeh, MW Brandt… - The Journal of Finance, 2002 - Wiley Online Library
Page 1. Range-Based Estimation of Stochastic Volatility Models SASSAN ALIZADEH,
MICHAEL W. BRANDT, and FRANCIS X. DIEBOLD* ABSTRACT We propose using
the price range in the estimation of stochastic volatility models. ...
FX Diebold… - Journal of Applied Econometrics, 1989 - Wiley Online Library
Page 1. JOURNAL OF APPLIED ECONOMETRICS, VOL. 4, 1-21 (1989) THE
DYNAMICS OF EXCHANGE RATE VOLATILITY: A MULTIVARIATE LATENT FACTOR
ARCH MODEL FRANCIS X. DIEBOLD Board of Governors ...
FX Diebold… - Journal of monetary economics, 1989 - Elsevier
... Summer Institute. Paula Decubellis provided persistently good research assistance.
This paper was completed while Francis Diebold was an economist at the Board of
Governors of the Federal Reserve System. The views expressed ...
FX Diebold, JH Lee… - 1994 - books.google.com
Page 162. Regime Switching with Time-Varying Transition Probabilities FRANCIS
X. DIEBOLD, JOON-HAENG LEE, AND GRETCHEN C. WEINBACH* 1. Introduction
Models incorporating nonlinearities associated with regime ...
FX Diebold… - Journal of international Economics, 1990 - Elsevier
TG Andersen,
T Bollerslev… - The Review of Economics and …, 2007 - MIT Press
Page 1. ROUGHING IT UP: INCLUDING JUMP COMPONENTS IN THE
MEASUREMENT, MODELING, AND FORECASTING OF RETURN VOLATILITY
Torben G. Andersen, Tim Bollerslev, and Francis X. Diebold* Abstract—A ...
Page 1. NBER WORKING PAPER SERIES REAL-TIME PRICE DISCOVERY IN STOCK, BOND
AND FOREIGN EXCHANGE MARKETS Torben G. Andersen Tim Bollerslev Francis X. Diebold
Clara Vega Working Paper 11312 http://www.nber.org/papers/w11312 ...
FX Diebold, S Husted… - Journal of Political Economy, 1991 - JSTOR
Page 1. Real Exchange Rates under the Gold Standard Francis X. Diebold University
of Pennsylvania Steven Husted University of Pittsburgh Mark Rush University of Florida
Purchasing power parity is one of the most important ...
A Bangia, FX Diebold, A Kronimus… - Journal of Banking & …, 2002 - Elsevier
FX Diebold… - 1994 - nber.org
Page 1. NBER WORKING PAPER SERIES MEASURING BUSINESS CYCLES:
MODERN PERSPECTIVE Francis X. Diebold Glenn D. Rudcbusch Working Paper
No. 4643 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Page 1. TECHNICAL WORKING PAPER SERIES PARAMETRIC AND NONPARAMETRIC
VOLATILITY MEASUREMENT Torben G. Andersen Tim Bollerslev Francis X. Diebold
Technical Working Paper 279 http://www.nber.org/papers/T0279 ...
FX Diebold,
GD Rudebusch… - Journal of Econometrics, 2006 - Elsevier
FX Diebold… - Economics Letters, 1991 - Elsevier
FX Diebold… - Journal of Business, 1989 - JSTOR
Page 1. Francis X. Diebold Glenn D. Rudebusch Federal Reserve Board Scoring
the Leading Indicators* I. Introduction To economic agents suffering through cycles
of prosperity and depression, the prospect of a set of indicators ...
TG Andersen,
T Bollerslev, PF Christoffersen… - Handbook of economic …, 2006 - Elsevier
PF Christoffersen… - Review of Economics and Statistics, 2000 - MIT Press
Page 1. HOW RELEVANT IS VOLATILITY FORECASTING FOR FINANCIAL RISK
MANAGEMENT? Peter F. Christoffersen and Francis X. Diebold* Abstract—It depends.
If volatility fluctuates in a forecastable way, volatility forecasts ...
FX Diebold… - Journal of the American Statistical …, 1991 - JSTOR
Page 1. Forecasting Output With the Composite Leading Index: A Real-Time Analysis
FRANCIS X. DIEBOLD and GLENN D. RUDEBUSCH* We examine the ability of the
composite index of leading economic indicators to predict ...
FX Diebold, J Hahn… - Review of Economics and Statistics, 1999 - MIT Press
Page 1. MULTIVARIATE DENSITY FORECAST EVALUATION AND CALIBRATION IN
FINANCIAL RISK MANAGEMENT: HIGH-FREQUENCY RETURNS ON FOREIGN
EXCHANGE Francis X. Diebold, Jinyong Hahn, and Anthony S. Tay* ...
Page 1. NBER WORKING PAPER SERIES JOB STABILITY IN THE UNITED STATES
Francis X. Diebold David Neumark Daniel Poisky Working Paper No. 4859 NATIONAL
BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts ...
PF Christoffersen… - 1994 - nber.org
Page 1. NB WOR}TG PAP. SERIES MONEY AND BCO€ CAUSALITX' DETECTION Cheng
Hsiao Working Paper No. 167 COUI'ER RESEARCH CENTER FOR ECONOMICSAND
MANAGflIENT SCIEJCE National Bureau of Economic Research, Inc. ...
Page 1. Page 2. Page 3. 1 As argued by Hsieh (1989), a higher conditional than
unconditional kurtosis may be interpreted as evidence of model misspecification.
-1- r t ' F t g t 1. Introduction and Basic Ideas The prescriptions ...
FX Diebold, T Schuermann, JD Stroughair… - 1998 - papers.ssrn.com
Page 1. KfW "ïORK UMlVtRSl'tY NYUf STERNI suoi, oi- su Department of Finance
Working Paper Series 1998 FIN-98-081 Pitfalls and Opportunities in the Use of
Extreme Value Theory in Risk Management Francis X. Diebold ...
A Bangia, FX Diebold, T Schuermann… - Risk Management: The …, 2002 - Springer
Page 1. 1. MODELING LIQUIDITY RISK, WITH IMPLICATIONS FOR TRADITIONAL MARKET
RISK MEASUREMENT AND MANAGEMENT ANIL BANGIA Oliver, Wyman & Company FRANCIS
X. DIEBOLD University of Pennsylvania, NB.ER and Oliver Wyman Institute ...
FX Diebold - 1997 - nber.org
Page 1. THE PAST, PRESENT, AND FUTURE OF MACROECONOMIC FORECASTING
Francis X. Diebold Working Paper 6290 Page 2. NBER WORKING PAPER SERIES
THE PAST, PRESENT, AND FUTURE OF MACROECONOMIC ...
[CITATION] Great realisations
T Andersen,
T Bollerslev… - RISK-LONDON- …, 2000 - RISK MAGAZINE LIMITED
FX Diebold… - Journal of Political Economy, 1990 - JSTOR
Page 1. A Nonparametric Investigation of Duration Dependence in the American
Business Cycle Francis X. Diebold University of Pennsylvania Glenn D. Rudebusch
Board of Governors of the Federal Reserve System Does the ...
FX Diebold, J Gardeazabal… - Journal of Finance, 1994 - JSTOR
Page 1. THE JOURNAL OF FINANCE * VOL. XLIX, NO. 2 * JUNE 1994 On
Cointegration and Exchange Rate Dynamics FRANCIS X. DIEBOLD, JAVIER
GARDEAZABAL, and KAMIL YILMAZ* ABSTRACT Baillie and Bollerslev ...
FX Diebold… - Finance and Economics Discussion …, 1988 - ideas.repec.org
No abstract is available for this item.
YW Cheung… - Journal of Econometrics, 1994 - Elsevier
FX Diebold, M Piazzesi… - 2005 - nber.org
Page 1. NBER WORKING PAPER SERIES MODELING BOND YIELDS IN FINANCE
AND MACROECONOMICS Francis X. Diebold Monika Piazzesi Glenn D. Rudebusch
Working Paper 11089 http://www.nber.org/papers/w11089 ...
FX Diebold, LE Ohanian… - The Review of …, 1998 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1998) 65, 433-451 © 1998 The Review of
Economic Studies Limited 0034-6527/98/00190433$02.00 Dynamic Equilibrium
Economies: A Framework for Comparing Models and Data FRANCIS ...
FX Diebold… - … : developments, tensions and prospects, 1995 - books.google.com
Page 445. 11 MODELING VOLATILITY DYNAMICS Francis X. Diebold Jose A. Lopez
Introduction Good macroeconomic and financial theorists, like all good theorists,
want to get the facts straight before theorizing; hence, the ...
[CITATION] Testing for Serial Correlation in the Presence of ARCH
FX Diebold - Proceedings of the American Statistical Association, …, 1986
FX Diebold… - Journal of Econometrics, 1996 - Elsevier
TG Andersen,
T Bollerslev, FX Diebold - in LP Hansen and Y. Ait- …, 2004 - Citeseer
CiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): the problems
and opportunities facing the financial services industry in its search for competitive excellence.
The Center's research focuses on the issues related to managing risk at the firm level as well ...
MW Brandt… - 2003 - nber.org
Page 1. NBER WORKING PAPER SERIES A NO-ARBITRAGE APPROACH TO RANGE-BASED
ESTIMATION OF RETURN COVARIANCES AND CORRELATIONS Michael W. Brandt Francis
X. Diebold Working Paper 9664 http://www.nber.org/papers/w9664 ...
PF Christoffersen… - 1997 - nber.org
Page 1. TECHNICAL WORKING PAPER SERIES COINTEGRATION AND
LONG-HORIZON FORECASTING Peter F. Christoffersen Francis X. Diebold Technical
Working Paper 217 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
PF Christoffersen… - Journal of applied econometrics, 1996 - christoffersen.com
Page 1. Further Results on Forecasting and Model Selection Under Asymmetric Loss Peter F.
Christoffersen and Francis X. Diebold Department of Economics University of Pennsylvania 3718
Locust Walk Philadelphia, PA 19104 October 1995 This Print: June 27, 1996 ...
FX Diebold, AS Tay… - 1997 - nber.org
Page 1. EVALUATING DENSITY FORECASTS OF INFLATION: THE SURVEY OF
PROFESSIONAL FORECASTERS Francis X. Diebold Anthony S. Tay Kenneth F.
Wallis Working Paper 6228 Page 2. NBER WORKING PAPER ...
FX Diebold… - The American Economic Review, 1992 - JSTOR
Page 1. Have Postwar Economic Fluctuations Been Stabilized? By FRANCIS X. DIEBOLD
AND GLENN D. RUDEBUSCH* Arthur F. Burns (1960 p. 2) was one of the first to assert
that business cycles in the postwar era had changed in character: ...
FX Diebold… - The review of Economics and Statistics, 1991 - JSTOR
Page 1. The Review of Economics and Statistics VOL. LXXIII FEBRUARY 1991
NUMBER 1 IS CONSUMPTION TOO SMOOTH? LONG MEMORY AND THE DEATON
PARADOX Francis X. Diebold and Glenn D. Rudebusch* ...
FX Diebold, A Hickman, A Inoue, T Schuermann… - 1997 - econ.upenn.edu
Page 1. h h Converting 1-Day Volatility to h-Day Volatility: Scaling by is Worse than You Think
Francis X. Diebold Andrew Hickman University of Pennsylvania Oliver, Wyman and Company
fdiebold@mail.sas.upenn.edu ahickman@owc.com Atsushi Inoue Til Schuermann ...
FX Diebold… - 1999 - nber.org
Page 1 NBER WORKING PAPER SERIES UNIT ROOT TESTS ARE USEFUL FOR SELECTING
FORECASTING MODELS Francis X. Diebold Lutz Kilian Working Paper 6928 http://www.nber.
org/papers/w6928 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
FX Diebold… - The American Economic Review, 1996 - JSTOR
Page 1. The Uncertain Unit Root in Real GNP: Comment By FRANCIS X. DIEBOLD AND
ABDELHAK S. SENHADJI * Fifteen years after the seminal work of Charles R. Nelson
and Charles I. Plosser ( 1982), the question of deterministic vs. ...
SB Aruoba, FX Diebold… - Journal of Business and Economic Statistics, 2009 - ASA
Page 1. Real-Time Measurement of Business Conditions S. Bora ˘gan ARUOBA
Department of Economics, University of Maryland, College Park, MD 20742
(aruoba@econ.umd.edu) Francis X. DIEBOLD Departments of Economics ...
TG Andersen,
T Bollerslev, P Christoffersen… - 2007 - nber.org
Page 1. This PDF is a selection from a published volume from the National Bureau of Economic
Research Volume Title: The Risks of Financial Institutions Volume Author/Editor: Mark Carey and
René M. Stulz, editors Volume Publisher: University of Chicago Press ...
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau
of Economic Research Volume Title: Business Cycles, Indicators and Forecasting Volume
Author/Editor: James H. Stock and Mark W. Watson, editors ...
FX Diebold… - 1999 - books.google.com
... date econometric analysis of business cycles now available. Francis Diebold and
Glenn Rudebusch have long been acknowledged as leading ex- perts on business
cycles. And here they present a highly integrative collection ...
JHE Christensen, FX Diebold… - Journal of Econometrics, 2011 - Elsevier
TG Andersen,
T Bollerslev, FX Diebold… - 2005 - emeraldinsight.com
A large literature over several decades reveals both extensive concern with the question of
time-varying betas and an emerging consensus that betas are in fact time-varying, leading to
the prominence of the conditional CAPM. Set against that background, we assess the dynamics ...
P Christoffersen, F Diebold… - 1999 - papers.ssrn.com
Abstract: Is volatility forecastability important for long-horizon risk management, or is a
traditional constant-volatility assumption adequate? In this paper, the authors address this
question, exploring the interface between long-horizon financial risk management and ...
PF Christoffersen… - 2003 - nber.org
Page 1. NBER WORKING PAPER SERIES FINANCIAL ASSET RETURNS, DIRECTION-OF-
CHANGE FORECASTING, AND VOLATILITY DYNAMICS Peter F. Christoffersen Francis X.
Diebold Working Paper 10009 http://www.nber.org/papers/w10009 ...
FX Diebold… - 1997 - nber.org
Page 1. 1 2The Relationship Between Children's Health and Intellectual Development
Linda N. Edwards Michael Grossman The focus of this paper is on functional health
status of children in the population. More specifically ...
FX Diebold… - International Journal of Forecasting, 1990 - Elsevier
FX Diebold… - The Economic Journal, 2009 - Wiley Online Library
Skip to Main Content. ...
FX Diebold, C Li… - Journal of Econometrics, 2008 - Elsevier
FX Diebold - International Journal of Forecasting, 1989 - Elsevier
FX Diebold,
D Neumark… - Indus. & Lab. Rel. Rev., 1995 - HeinOnline
Page 1. COMMUNICATIONS Comment on Kenneth A. Swinnerton and Howard Wial,
"IsJob Stability Declining in the US Economy?" FRANCIS X. DIEBOLD, DAVID
NEUMARK, and DANIEL POLSKY* Innumerable media reports ...
FX Diebold… - European Economic Review, 1988 - Elsevier
FX Diebold… - Leading economic indicators: …, 1991 - books.google.com
Page 244. CHAPTER 14 Turning point prediction with the composite leading index:
An ex ante analysis Francis X. Diebold and Glenn D. Rudebusch On the day of its
release, the preliminary estimate of the Department of Commerce ...
Page 1. NBER WORKING PAPER SERIES A FRAMEWORK FOR EXPLORING THE
MACROECONOMIC DETERMINANTS OF SYSTEMATIC RISK Torben G. Andersen Tim Bollerslev
Francis X. Diebold Jin (Ginger) Wu Working Paper 11134 http://www.nber.org/papers/w11134 ...
JHE Christensen, FX Diebold… - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES AN ARBITRAGE-FREE GENERALIZED
NELSON-SIEGEL TERM STRUCTURE MODEL Jens HE Christensen Francis X. Diebold Glenn
D. Rudebusch Working Paper 14463 http://www.nber.org/papers/w14463 ...
FX Diebold - New York, 1988 - lavoisier.fr
Livre: Empirical modeling of exchange rate dynamics DIEBOLD Francis X.
FX Diebold - Journal of Business & Economic Statistics, 1988 - JSTOR
Page 1. Journal of Business & Economic Statistics, January 1988, Vol. 6, No. 1 Serial Correlation
and the Combination of Forecasts Francis X. Diebold Division of Research and Statistics, Board
of Governors of the Federal Reserve System, Washington, DC 20551 ...
SD Campbell… - Journal of Business and Economic …, 2009 - Taylor & Francis
Page 1. Stock Returns and Expected Business Conditions: Half a Century of Direct
Evidence Sean D. CAMPBELL Federal Reserve Board, Washington, DC
(sean.d.campbell@frb.gov) Francis X. DIEBOLD University of Pennsylvania ...
FX Diebold… - Journal of Business & Economic Statistics, 1990 - JSTOR
Page 1. Journal of Business & Economic Statistics, July 1990, Vol. 8, No. 3 Post-Deregulation
Bank-Deposit-Rate Pricing: The Multivariate Dynamics Francis X. Diebold Department of
Economics, University of Pennsylvania, Philadelphia, PA 19104-6297 ...
Abstract: We estimate a model with latent factors that summarize the yield curve (namely,
level, slope, and curvature) as well as observable macroeconomic variables (real activity,
inflation, and the stance of monetary policy). Our goal is to provide a characterization of ...
FX Diebold, L Ji… - … and Econometrics: Essays in Memory of …, 2006 - books.google.com
Page 256. 9. A three-factor yield curve model: non-affine structure, systematic risk
sources and generalized duration* Francis X. Diebold, Lei Ji and Canlin Li 1.
INTRODUCTION We assess and apply the term-structure model ...
FX Diebold… - 1988 - ssc.upenn.edu
Page 1. Reprinted from: Balde* Raj (ed.) (1989), Advances in Econometrics лпа
Modeling. Needham, Mass.: Kluwer Academic Publishers, pp. 29-45. CHAPTER 2
RANDOM WALKS VERSUS FRACTIONAL INTEGRATION: POWER ...
J Berkowitz… - Review of economics and statistics, 1998 - MIT Press
Page 1. NOTES BOOTSTRAPPING MULTIVARIATE SPECTRA Jeremy Berkowitz
and Francis X. Diebold* Abstract—We generalize the Franke-Härdle (1992)
spectral-density boot- strap to the multivariate case. The extension ...
FX Diebold… - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES MACROECONOMIC VOLATILITY AND
STOCK MARKET VOLATILITY, WORLDWIDE Francis X. Diebold Kamil Yilmaz Working
Paper 14269 http://www.nber.org/papers/w14269 NATIONAL ...
FX Diebold - The Scandinavian Journal of Economics, 2004 - Wiley Online Library
Skip to Main Content. ...
FX Diebold… - 1996 - nber.org
Page 1. NBER WORKING PAPER SERIES DETERMINISTIC VS. STOCHASTIC
TREND IN US GNP, YET AGAIN Francis X. Diebold Abdelhak S. Senhadji Working
Paper 5481 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
FX Diebold… - Empirical Economics, 1988 - Springer
Page 1. empec, VoL 13, 1988, page 81-102 Has the EMS Reduced Member-Country
Exchange Rate Volatility? By FX Diebold 1 and P. Pauly 1 Introduction The European
Monetary System (EMS) was founded in March 1979 ...
FX Diebold… - … Review-Federal Reserve Bank of San …, 2001 - sf.frb.org
Page 1. 1 Introduction This article examines five questions about business cycles. They are
difficult questions, and we do not provide defini- tive answers. Instead, we focus on the range
of relevant evidence and discussion provided in recent research. ...
FX Diebold… - Journal of econometrics, 1997 - Elsevier
FX Diebold… - Economics Letters, 1996 - Elsevier
AN Bomfim… - The Economic Journal, 1997 - Wiley Online Library
Skip to Main Content. Wiley Online Library will be disrupted 4
Feb from 10-12 GMT for monthly maintenance. ...
F Diebold - Special Studies Papers, 1986 - econpapers.repec.org
... Please update your bookmarks. Temporal aggregation of ARCH processes and the
distribution of asset returns. Francis Diebold (). No 200, Special Studies Papers from
Board of Governors of the Federal Reserve System (US). ...
SB Aruoba… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES REAL-TIME MACROECONOMIC MONITORING:
REAL ACTIVITY, INFLATION, AND INTERACTIONS S. Boragan Aruoba Francis X. Diebold
Working Paper 15657 http://www.nber.org/papers/w15657 ...
TG Andersen,
T Bollerslev, FX Diebold… - New York University, …, 1999 - ideas.repec.org
Downloadable! We review and synthesize our recent work on realized volatility in financial markets.
This includes (1) constructing and interpreting realized volatilities for a variety of asset returns
("understanding"), (2) determining underlying sampling frequencies high enough to ...
F Diebold… - Special Studies Papers, 1986 - econpapers.repec.org
Related works: Journal Article: The Dynamics of Exchange Rate Volatility: A Multivariate Latent
Factor Arch Model (1989) This item may be available elsewhere in EconPapers: Search for items
with the same title. ... This site is part of RePEc and all the data displayed here is part of ...
P Christoffersen… - 2002 - papers.ssrn.com
Abstract: We consider three sets of phenomena that feature prominently-and separately-in
the financial economics literature: conditional mean dependence (or lack thereof) in asset
returns, dependence (and hence forecastability) in asset return signs with implications for ...
SB Aruoba, FX Diebold… - 2008 - nber.org
Page 1. NBER WORKING PAPER SERIES REAL-TIME MEASUREMENT OF
BUSINESS CONDITIONS S. Boragan Aruoba Francis X. Diebold Chiara Scotti Working
Paper 14349 http://www.nber.org/papers/w14349 NATIONAL ...
FX Diebold… - Statistical Papers, 1989 - Springer
Page 1. Statistical Papers 30, 105-131 (1989) Stalbtical Papers StalisUsck Ilafte 9 Springer-Verlag
1989 Small sample properties of asymptotically equivalent tests for autoregressive conditional
heteroskedasticity Francis X. Diebold and Peter Pauly Received: Dec. ...
P Christoffersen, F Diebold, R Mariano… - PIER Working Paper …, 2006 - papers.ssrn.com
Abstract: Recent theoretical work has revealed a direct connection between asset return
volatility forecastability and asset return sign forecastability. This suggests that the pervasive
volatility forecastability in equity returns could, via induced sign forecastability, be used to ...
FX Diebold… - RODNEY L WHITE CENTER FOR FINANCIAL …, 2007 - ku.edu.tr
Page 1. TÜSİAD-KOÇ UNIVERSITY ECONOMIC RESEARCH FORUM WORKING PAPER SERIES
MEASURING FINANCIAL ASSET RETURN AND VOLATILITY SPILLOVERS WITH APPLICATION
TO GLOBAL EQUITY MARKETS Francis X. Diebold Kamil Yılmaz ...
[CITATION] Elements of forecasting in business, economics, government and finance
FX Diebold - South-Western College Publishing, 1998
FX Diebold - Econometric Theory, 2003 - Cambridge Univ Press
Page 1. THE ET INTERVIEW: PROFESSOR ROBERT F. ENGLE Interviewed by Francis
X. Diebold University of Pennsylvania and NBER January 2003 In the past thirty-five
years, time-series econometrics developed from infancy ...
[CITATION] ARCH models of exchange rate fluctuations
FX Diebold… - Manuscrip, Department of Economics, University of …, 1985
FX Diebold… - International Journal of Forecasting, 2012 - papers.ssrn.com
Page 1. Electronic copy available at: http://ssrn.com/abstract=1536123 Forthcoming,
International Journal of Forecasting Better to Give than to Receive: Predictive
Directional Measurement of Volatility Spillovers Francis X. Diebold ...
FX Diebold - Finance and Economics Discussion Series, 1988 - ideas.repec.org
No abstract is available for this item.
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