Browsing All of EconStor by Author Diebold, Francis X.

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Year of Publication	Title	Author(s)
1999	Forecasting and empirical methods in finance and macroeconomics	Diebold, Francis X.
2003	Forecasting the term structure of government bond yields	Diebold, Francis X.; Li, Canlin
2003	Financial asset returns, direction-of-change forecasting, and volatility dynamics	Christoffersen, Peter F.; Diebold, Francis X.
2004	Real-time price discovery in stock, bond and foreign exchange markets	Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Vega, Clara
2004	Realized beta: Persistence and predictability	Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Wu, Jin
2004	Weather forecasting for weather derivatives	Campbell, Sean D.; Diebold, Francis X.
2004	A no-arbitrage approach to range-based estimation of return covariances and correlations	Brandt, Michael W.; Diebold, Francis X.
2005	Volatility forecasting	Andersen, Torben G.; Bollerslev, Tim; Christoffersen, Peter F.; Diebold, Francis X.
2005	A framework for exploring the macroeconomic determinants of systematic risk	Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Wu, Jin
2005	Modeling bond yields in finance and macroeconomics	Diebold, Francis X.; Piazzesi, Monica; Rudebusch, Glenn D.
2005	Stock returns and expected business conditions: Half a century of direct evidence	Campbell, Sean D.; Diebold, Francis X.
2005	Practical volatility and correlation modeling for financial market risk management	Andersen, Torben G.; Bollerslev, Tim; Christoffersen, Peter F.; Diebold, Francis X.
2007	Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach	Diebold, Francis X.; Li, Canlin; Yue, Vivian Z.
2007	Measuring financial asset return and volatility spillovers, with application to global equity markets	Diebold, Francis X.; Yilmaz, Kamil
2008	Measuring financial asset return and volatilty spillovers, with application to global equity markets	Diebold, Francis X.; Yilmaz, Kamil
2008	On the correlation structure of microstructure noise in theory and practice	Diebold, Francis X.; Strasser, Georg H.
2010	Better to give than to receive: predictive directional measurement of volatility spillovers	Diebold, Francis X.; Yilmaz, Kamil
2011	On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms	Diebold, Francis X.; Yılmaz, Kamil
2015	Estimating global bank network connectedness	Demirer, Mert; Diebold, Francis X.; Liu, Laura; Yılmaz, Kamil
2017	Commodity connectedness	Diebold, Francis X.; Liu, Laura; Yilmaz, Kamil

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