TY  - JOUR
TI  - Comparing Predictive Accuracy
AU  - Francis X. Diebold
AU  - Roberto S. Mariano
JO  - Journal of Business & Economic Statistics
PY  - 1995
VL  - 13
IS  - 3
DO  - 10.1080/07350015.1995.10524599
UR  - https://doi.org/10.1080/07350015.1995.10524599
ER  -


TY  - JOUR
TI  - Tests of Conditional Predictive Ability
AU  - Raffaella Giacomini
AU  - Halbert White
JO  - Econometrica
PY  - 2006
VL  - 74
IS  - 6
DO  - 10.1111/j.1468-0262.2006.00718.x
UR  - https://doi.org/10.1111/j.1468-0262.2006.00718.x
ER  -


TY  - JOUR
TI  - Modeling and Forecasting Realized Volatility
AU  - Torben G. Andersen
AU  - Tim Bollerslev
AU  - Francis X. Diebold
AU  - Paul Labys
JO  - Econometrica
PY  - 2003
VL  - 71
IS  - 2
DO  - 10.1111/1468-0262.00418
UR  - https://doi.org/10.1111/1468-0262.00418
ER  -


TY  - JOUR
TI  - Regression Shrinkage and Selection Via the Lasso
AU  - Robert Tibshirani
JO  - Journal of the Royal Statistical Society Series B: Statistical Methodology
PY  - 1996
VL  - 58
IS  - 1
DO  - 10.1111/j.2517-6161.1996.tb02080.x
UR  - https://doi.org/10.1111/j.2517-6161.1996.tb02080.x
ER  -


TY  - JOUR
TI  - Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
AU  - Torben  Gustav Andersen
AU  - Tim Bollerslev
JO  - International Economic Review
PY  - 1998
VL  - 39
IS  - 4
DO  - 10.2307/2527343
UR  - https://doi.org/10.2307/2527343
ER  -


TY  - JOUR
TI  - Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
AU  - Joseph S. Chen
AU  - Harrison G. Hong
AU  - Jeremy C. Stein
JO  - Journal of Financial Economics
PY  - 2001
VL  - 61
IS  - 3
DO  - 10.1016/s0304-405x(01)00066-6
UR  - https://doi.org/10.1016/s0304-405x(01)00066-6
ER  -


TY  - JOUR
TI  - Forecasting the Term Structure of Government Bond Yields
AU  - Francis X. Diebold
AU  - Canlin Li
JO  - Journal of Econometrics
PY  - 2003
VL  - 130
IS  - 2
DO  - 10.1016/j.jeconom.2005.03.005
UR  - https://doi.org/10.1016/j.jeconom.2005.03.005
ER  -


TY  - JOUR
TI  - A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
AU  - Peter Reinhard Hansen
AU  - Asger Lunde
JO  - Journal of Applied Econometrics
PY  - 2005
VL  - 20
IS  - 7
DO  - 10.1002/jae.800
UR  - https://doi.org/10.1002/jae.800
ER  -


TY  - JOUR
TI  - Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
AU  - David E. Rapach
AU  - Jack Strauss
AU  - Guofu Zhou
JO  - Review of Financial Studies
PY  - 2009
VL  - 23
IS  - 2
DO  - 10.1093/rfs/hhp063
UR  - https://doi.org/10.1093/rfs/hhp063
ER  -


TY  - JOUR
TI  - Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
AU  - James Joshua Claus
AU  - Jacob K. Kandathil Thomas
JO  - The Journal of Finance
PY  - 2001
VL  - 56
IS  - 5
DO  - 10.1111/0022-1082.00384
UR  - https://doi.org/10.1111/0022-1082.00384
ER  -


TY  - JOUR
TI  - Analyst forecast accuracy: Do ability, resources, and portfolio complexity matter?
AU  - Michael B. Clement
JO  - Journal of Accounting and Economics
PY  - 1999
VL  - 27
IS  - 3
DO  - 10.1016/s0165-4101(99)00013-0
UR  - https://doi.org/10.1016/s0165-4101(99)00013-0
ER  -


TY  - JOUR
TI  - Evaluating Density Forecasts with Applications to Financial Risk Management
AU  - Francis X. Diebold
AU  - Todd A. Gunther
AU  - Anthony S. Tay
JO  - International Economic Review
PY  - 1998
VL  - 39
IS  - 4
DO  - 10.2307/2527342
UR  - https://doi.org/10.2307/2527342
ER  -


TY  - JOUR
TI  - Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
AU  - Torben  Gustav Andersen
AU  - Tim Bollerslev
AU  - Francis X. Diebold
JO  - The Review of Economics and Statistics
PY  - 2007
VL  - 89
IS  - 4
DO  - 10.1162/rest.89.4.701
UR  - https://doi.org/10.1162/rest.89.4.701
ER  -


TY  - JOUR
TI  - Forecasting Volatility in Financial Markets: A Review
AU  - Ser‐Huang Poon
AU  - Clive W. J. Granger
JO  - Journal of Economic Literature
PY  - 2003
VL  - 41
IS  - 2
DO  - 10.1257/002205103765762743
UR  - https://doi.org/10.1257/002205103765762743
ER  -


TY  - JOUR
TI  - Volatility forecast comparison using imperfect volatility proxies
AU  - Andrew J. Patton
JO  - Journal of Econometrics
PY  - 2010
VL  - 160
IS  - 1
DO  - 10.1016/j.jeconom.2010.03.034
UR  - https://doi.org/10.1016/j.jeconom.2010.03.034
ER  -


TY  - JOUR
TI  - Forecasting Output and Inflation: The Role of Asset Prices
AU  - James H. Stock
AU  - Mark W. Watson
JO  - Journal of Economic Literature
PY  - 2003
VL  - 41
IS  - 3
DO  - 10.1257/002205103322436197
UR  - https://doi.org/10.1257/002205103322436197
ER  -