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276篇 您的检索式：作者名="F X Diebold"

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	题名	作者	年代	出处	被引量
1	Modeling the persistence of conditional variance:A comment显示文摘	Diebold F X	1986	Econometric Review1986，5，：	1
2	Roughing it up: including jump components in the measurement, modeling ,and forecasting of return volatility 显示文摘	Andersen T G Bollerslev T Diebold F X	2007	Re- view of Economics and Statistics2007，89，4：	1
3	The Distribution of Exchange Rate Volatility显示文摘	Andersen T G Bollerslev T Diebold F X Labys P	2001	Journal of American Statistical Association2001，，96：	1
4	Roughing it up:Including jump components in the measurement,modeling,and forecasting of return volatility显示文摘	Andersen T G Bollerslev T Diebold F X		0，，04：	1
5	A framework for exploring the macroeconomic determinants of systematic risk 显示文摘	Andersen T G Bollerslev T Diebold F X	2005	American Economic Review2005，95，2：	1
6	Exchange rate returns standardized by realized volatility are (nearly) Gaussian显示文摘	ANDERSON T G BOLLERSLEV T DIEBOLD F X	2000	Multinational Finance Journal2000，，4：	1
7	Real-time price discovery in global stock, bond and foreign exchange markets 显示文摘	ANDERSEN T G BOLLERSLEV T DIEBOLD F X	2007	Journal of International Economics2007，73，2：	1
8	Comparing predictive accuracy 显示文摘	Diebold F X Mariano R S	1995	Journal of Business and Economic Statistics1995，13，25：	1
9	Range-based estimation of stochastic volatility models显示文摘	Alizadeh S Brandt M W Diebold F X	2002	The Journal of Finance2002，57，3：	1
10	Modeling and Forecasting Realized Volatility 显示文摘	Andersen T G Bollerslev T Diebold F X Labys P	2003	Econometrica2003，71，：	1
11	Evaluating density forecasts with applications to financial risk management显示文摘	Gunther T Tay A S	1998	International Economic Review1998，39，：	1
12	The distribution of realized stock return volatility显示文摘	Andersen T G Bollerslev T Diebold F X	2001	Journal of Financial Economics2001，61，5：	1
13	A no-arbitrage approach to range-based estimation of return covariance and correlations 显示文摘	Brandt M W Diebold F X	2006	Journal of Business2006，79，：	1
14	Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility 显示文摘	Andersen T G Bollerslev T Diebold F X	2007	The Review of Economics and Statistics2007，89，4：	1
15	Multivariate density forecast evaluation and calibration in financial risk management: High-frequency returns on foreign exchange显示文摘	Hahn J Tay A S	1999	The Review of Economics and Statistics1999，81，4：	1
16	Micro effects of macro announcements: real-time price discovery in foreign exchange显示文摘	Andersen T G Bollerslev T Diebold F X	2003	American Economic Review2003，93，1：	1
17	The distribution of realized stock volatility 显示文摘	Andersen T G Bollerslev T Diebold F X La bys P	2001	Journal of Financial Economics2001，61，1：	1
18	Roughing it up: Including jump components in the measurement, modeling and forecasting of return volatility显示文摘	Andersen T G Bollerslev T Diebold F X	2007	Review of Economics and Statistics2007，89，4：	1
19	Serial correlation and the combination forecasts 显示文摘	Diebold F X	1988	Journal of Business and Economic Statistics1988，，6：	1
20	Long memory and regime switching显示文摘	Diebold F X Inoue A	2001	Journal of Econometrics2001，105，1：	1

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