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Evaluating density forecasts with applications to financial risk management
Diebold, Francis X. - In: International economic review 39 (1998) 4, pp. 863-883
Persistent link: https://www.econbiz.de/10001338810
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Symposium on forecasting and empirical methods in macroeconomics and finance
Diebold, Francis X. (contributor);  … - In: International economic review 39 (1998) 4, pp. 811-1146
Persistent link: https://www.econbiz.de/10001252224
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Fractional integration and interval prediction
Diebold, Francis X. - In: Economics letters 50 (1996) 3, pp. 305-313
Persistent link: https://www.econbiz.de/10001197813
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Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 29 (2013) 4, pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
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Trans-Atlantic equity volatility connectedness : U.S. and European financial institutions, 2004-2014
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of financial econometrics : official journal of … 14 (2016) 1, pp. 81-127
Persistent link: https://www.econbiz.de/10011588540
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Model and survey estimates of the term structure of US macroeconomic uncertainty
Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 33 (2017) 3, pp. 591-604
Persistent link: https://www.econbiz.de/10011746192
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Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
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A comparison of tests on nonlinear cointegration with application to the predictability of US interest rates using the term structure
Clemens, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 20 (2004) 2, pp. 219-236
Persistent link: https://www.econbiz.de/10002033366
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - In: Journal of applied econometrics 16 (2001) 6, pp. 657-669
Persistent link: https://www.econbiz.de/10001631947
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Better to give than to receive : predictive directional measurement of volatility spillovers
Diebold, Francis X.; Yılmaz, Kamil - In: International journal of forecasting 28 (2012) 1, pp. 57-66
Persistent link: https://www.econbiz.de/10009581397