Comparing Predictive Accuracy

by Mariano, Roberto S., Diebold, Francis X.
Published 1995

Multivariate density forecast evaluation and calibration in financial risk management: High-frequency returns on foreign exchange

by Diebold, Francis X., Hahn, Jinyong, Tay, Anthony S.
Published 1999

Evaluating density forecasts with applications to financial risk management

by Diebold, Francis X., Gunther, Todd A., TAY, Anthony S.
Published 1998

Evaluating density forecasts of inflation: The survey of professional forecasters

by Diebold, Francis X., Tay, Anthony S., Wallis, Kenneth F.
Published 1999

Direction-of-change forecasts for Asian equity markets based on conditional variance, skewness and Kurtosis dynamics: International evidence

by Christoffersen, Peter F., Diebold, Francis X., Mariano, Robert S., Tay, Anthony S., Tse, Yiu Kuen
Published 2007

Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics: International evidence

by Christoffersen, Peter F., Diebold, Francis X., Mariano, Roberto S., Tay, Anthony S., Tse, Yiu Kuen
Published 2007