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Small sample properties of asymptotically equivalent tests for autoregressive conditional heteroskedasticity
Diebold, Francis X. - In: Statistical papers 30 (1989) 2, pp. 105-131
Persistent link: https://www.econbiz.de/10001184605
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Forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. - In: NBER reporter online (1999/2000) 4, pp. 11-14
Persistent link: https://www.econbiz.de/10011367506
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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000108981
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Evaluating density forecasts
Diebold, Francis X.; Gunther, Todd A.; Tay, Anthony S. A. - 1997
Persistent link: https://www.econbiz.de/10000967007
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Evaluating density forecasts
Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000975146
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1994
Persistent link: https://www.econbiz.de/10000920919
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000824177
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409