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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1997
Persistent link: https://www.econbiz.de/10000990203
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1997
Persistent link: https://www.econbiz.de/10000974228
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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Financial risk measurement and management
Diebold, Francis X. - 2012
academic research articles one should know in risk measurement and management. Through his central position in financial …, Correlation and Tails for Systemic Risk Measurement," Manuscript, NYU. -- Campbell, J.Y. and G.B. Tacksler (2003), "Equity …. Yilmaz (2012), "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," International …
Persistent link: https://www.econbiz.de/10011852322
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Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil; Diebold, Francis X.; Schuermann, Til; … - In: Risk management : the state of the art, (pp. 3-13). 2002
Persistent link: https://www.econbiz.de/10001698270
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - In: Journal of applied econometrics 16 (2001) 6, pp. 657-669
Persistent link: https://www.econbiz.de/10001631947
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Parametric and nonparametric volatility measurement
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001456174
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Parametric and nonparametric volatility measurement
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2010
Persistent link: https://www.econbiz.de/10003900630
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Financial risk measurement for financial risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2012
Persistent link: https://www.econbiz.de/10009553634