Francis X.. Diebold
Books
- Long Memory and Regime Switching
- Comparing Predictive Accuracy
- Forecast Evaluation and Combination
- Evaluating Density Forecasts
- Parametric and Nonparametric Volatility Measurement
- The Distribution of Exchange Rate Volatility
- Optimal Prediction Under Asymmetric Loss
- Dynamic Equilibrium Economies
- Measuring Predictability
- The Past, Present, and Future of Macroeconomic Forecasting
- The Distribution of Stock Return Volatility
- Micro Effects of Macro Announcements
- Measuring Volatility Dynamics
- Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
- Cointegration and Long-Horizon Forecasting
- Bounded Rationality and Strategic Complementarity in a Macroeconomic Model
- Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
- Modeling and Forecasting Realized Volatility
Author data: Open Library