Browsing by Author Diebold, Francis X.

Showing results 1 to 12 of 12

Issue Date	Title	Author(s)
23-Aug-1997	Bootstrapping Multivariate Spectra	Berkowitz, Jeremy; Diebold, Francis X.
7-Oct-1997	Cointegration and Long-Horizon Forecasting	Christoffersen, Peter F.; Diebold, Francis X.
2-Nov-1999	The Distribution of Exchange Rate Volatility	Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul
Nov-1998	Evaluating Density Forecasts with Applications to Financial Risk Management	Diebold, Francis X.; Gunther, Todd A.; Tay, Anthony S.
26-Sep-1999	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian	Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul
17-Oct-1998	How Relevant is Volatility Forecasting for Financial Risk Management?	Christoffersen, Peter F.; Diebold, Francis X.
30-May-2008	Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management	Bangia, Anil; Diebold, Francis X.; Schuermann, Til; Stroughair, John D.
Mar-1998	Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management	Diebold, Francis X.; Schuermann, Til; Stroughair, John D.
26-Aug-1998	Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange	Diebold, Francis X.; Hahn, Jinyong; Tay, Anothony S.
Dec-1998	REAL-TIME MULTIVARIATE DENSITY FORECAST EVALUATION AND CALIBRATION: MONITORlNG THE RISK OF HIGH-FREQUENCY RETURNS ON FOREIGN EXCHANGE	Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S.
26-Sep-1999	(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation	Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul
18-Jan-1999	Unit Root Tests are Useful for Selecting Forecasting Models	Diebold, Francis X.; Kilian, Lutz

Showing results 1 to 12 of 12