Additional information is available for the following registered author(s):

• Francis X. Diebold
• Til Schuermann

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Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 93-4.

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Date of creation: 1993
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Handle: RePEc:fip:fedpwp:93-4

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Related research

Keywords: Econometrics ; Time-series analysis;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Stefan Mittnik & Marc Paolella & Svetlozar Rachev, 1998. "Unconditional and Conditional Distributional Models for the Nikkei Index," Asia-Pacific Financial Markets, Springer, vol. 5(2), pages 99-128, May. [Downloadable!] (restricted)
2. Francis X. Diebold & Jose A. Lopez, 1995. "Measuring Volatility Dynamics," NBER Technical Working Papers 0173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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This page was last updated on 2009-12-31.