Forecast Evaluation and Combination (1996)

by Francis X. Diebold , Jose A. Lopez
Venue:IN G.S. MADDALA AND C.R. RAO (EDS.), HANDBOOK OF STATISTICS
Citations:85 - 24 self

Active Bibliography

Mail proofs and galleys to: – Francis X. Diebold, Jose A. Lopez, F. X. Diebold - 1995
Complete and Incomplete Market Models – Sumru G. Altug
Preliminary and incomplete Tests of Equal Forecast Accuracy and Encompassing for Nested Models – Todd E. Clark, Michael W. Mccracken, Jel Nos C - 1999
5 Forecast encompassing tests and probability forecasts – Michael P. Clements, David I. Harvey - 2006
MichaelP.Clements ∗ – Michael P. Clements, David I. Harvey, Department Of Economics, David I. Harvey - 2006
Diebold, F.X. and Mariano, R. (1995), “Comparing Predictive Accuracy,” Journal of Business and Economic Statistics, 13, 253-265. Comparing Predictive Accuracy – Francis X. Diebold, Roberto S. Mariano
16 Financial asset returns, direction-of-change forecasting and volatility dynamics – Peter F. Christoffersen, Francis X. Diebold - 2003
19 Financial Markets and the Real Economy – John H. Cochrane - 2006
ARE FORECAST COMBINATIONS EFFICIENT? – Pablo Pincheira
Federal Reserve System. – Todd E. Clark, Michael W. Mccracken - 2000
Federal Reserve Bank of Kansas City Todd E. Clark is an assistant vice president and economist at the Federal – Todd E. Clark, Michael W. Mccracken, Reserve Bank, Kansas City, Michael W. Mccracken - 1999
History of the Efficient Market Hypothesis – Martin Sewell - 2011
MODELING THE INTERACTIVE DRIVERS OF THE STOCK MARKET -- A SIMULATION-BASED APPROACH – David Kay-yong Goh - 1993
The Individual Investor in the Market: Forming a Belief Regarding Market Efficiency – M. Peevey, Gene C. Uselton, John R. Moroney
25 A Monte Carlo study of the forecasting performance of empirical SETAR models – Michael P. Clements, Jeremy Smith - 1997
Time-Varying Combination of Volatility Forecasts: An Empirical Analysis for the Mexican Peso- U.S. Dollar Exchange Rate – Guillermo Benavides Y, Banco De México, Carlos Capistrán Z, Banco De México
Chapter 12 TESTS OF MULTIFACTOR PRICING MODELS, VOLATILITY BOUNDS AND PORTFOLIO PERFORMANCE – Wayne E. Ferson
16 Evaluating the predictive accuracy of volatility models – Jose A. Lopez - 2001
Technical Trading Rules in Emerging Stock Markets – Stefaan Pauwels, Koen Inghelbrecht, Dries Heyman, Pieter Marius