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Disambiguation of "Diebold, Francis X."

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The distribution of realized stock return volatility

, , , and . Journal of Financial Economics, 61 (1): 43--76 (July 2001)

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X Schmid

Otto Diebold

Elisabeth Diebold

Gerd Diebold

Joachim Diebold

 

Other publications of authors with the same name

On the power of Dickey-Fuller tests against fractional alternatives, and . Economics Letters, 35 (2): 155--160 (February 1991)Fractional integration and interval prediction, and . Economics Letters, 50 (3): 305--313 (March 1996)Forecasting the term structure of government bond yields, and . Journal of Econometrics, 130 (2): 337--364 (February 2006)Advances in Econometrics, , , and . Volume 20, Part 2, chapter Realized Beta: Persistence and Predictability, page 1--39. JAI, (2006)A Nonparametric Investigation of Duration Dependence in the American Business Cycle, and . Journal of Political Economy, 98 (3): 596 (Jan 1, 1990)doi: 10.1086/261696.CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , and 32 other author(s). Comput. Stat. Data Anal., (2014)The distribution of realized stock return volatility, , , and . Journal of Financial Economics, 61 (1): 43--76 (July 2001)Intertemporal consumer behavior under changes in income: a comment. Econometric Reviews, 8 (1): 93--99 (1989)The exact initial covariance matrix of the state vector of a general MA(q) process. Economics Letters, 22 (1): 27--31 (1986)Exact maximum-likelihood estimation of autoregressive models via the Kalman filter. Economics Letters, 22 (2-3): 197--201 (1986)