Comparing Predictive Accuracy

بواسطة Mariano, Roberto S., Diebold, Francis X.
منشور في 1995

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

بواسطة Diebold, Francis X., Hahn, Jinyong, Tay, Anthony S.
منشور في 1999

Evaluating density forecasts with applications to financial risk management

بواسطة Diebold, Francis X., Gunther, Todd A., TAY, Anthony S.
منشور في 1998

Evaluating density forecasts of inflation: The survey of professional forecasters

بواسطة Diebold, Francis X., Tay, Anthony S., Wallis, Kenneth F.
منشور في 1999

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

بواسطة Christoffersen, Peter F., Diebold, Francis X., Mariano, Robert S., Tay, Anthony S., Tse, Yiu Kuen
منشور في 2007

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

بواسطة Christoffersen, Peter F., Diebold, Francis X., Mariano, Roberto S., Tay, Anthony S., Tse, Yiu Kuen
منشور في 2007