Diebold Francis X.

Francis X. Diebold

Information about the author Francis X. Diebold will soon be added to the site.
Found 3 papers in total
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Financial asset returns, direction-of-change forecasting, and volatility dynamics
2006
We consider three sets of phenomena that feature prominently in the financial...
The use of prior information in forecast combination
The use of prior information in forecast combination
1990
Simple averages often, but not always, outperform more sophisticated...
Forecast combination and encompassing: Reconciling two divergent literatures
Forecast combination and encompassing: Reconciling two divergent literatures
1989
The relationship of forecast combination to recent developments in the theory and...
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