Browsen in EconStor gesamt nach Autor:innen Diebold, Francis X.


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ErscheinungsjahrTitelAutor:innen
1999Forecasting and empirical methods in finance and macroeconomicsDiebold, Francis X.
2003Forecasting the term structure of government bond yieldsDiebold, Francis X.; Li, Canlin
2003Financial asset returns, direction-of-change forecasting, and volatility dynamicsChristoffersen, Peter F.; Diebold, Francis X.
2004Real-time price discovery in stock, bond and foreign exchange marketsAndersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Vega, Clara
2004Realized beta: Persistence and predictabilityAndersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Wu, Jin
2004Weather forecasting for weather derivativesCampbell, Sean D.; Diebold, Francis X.
2004A no-arbitrage approach to range-based estimation of return covariances and correlationsBrandt, Michael W.; Diebold, Francis X.
2005Volatility forecastingAndersen, Torben G.; Bollerslev, Tim; Christoffersen, Peter F.; Diebold, Francis X.
2005A framework for exploring the macroeconomic determinants of systematic riskAndersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Wu, Jin
2005Modeling bond yields in finance and macroeconomicsDiebold, Francis X.; Piazzesi, Monica; Rudebusch, Glenn D.
2005Stock returns and expected business conditions: Half a century of direct evidenceCampbell, Sean D.; Diebold, Francis X.
2005Practical volatility and correlation modeling for financial market risk managementAndersen, Torben G.; Bollerslev, Tim; Christoffersen, Peter F.; Diebold, Francis X.
2007Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approachDiebold, Francis X.; Li, Canlin; Yue, Vivian Z.
2007Measuring financial asset return and volatility spillovers, with application to global equity marketsDiebold, Francis X.; Yilmaz, Kamil
2008Measuring financial asset return and volatilty spillovers, with application to global equity marketsDiebold, Francis X.; Yilmaz, Kamil
2008On the correlation structure of microstructure noise in theory and practiceDiebold, Francis X.; Strasser, Georg H.
2010Better to give than to receive: predictive directional measurement of volatility spilloversDiebold, Francis X.; Yilmaz, Kamil
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial FirmsDiebold, Francis X.; Yılmaz, Kamil
2015Estimating global bank network connectednessDemirer, Mert; Diebold, Francis X.; Liu, Laura; Yılmaz, Kamil
2017Commodity connectednessDiebold, Francis X.; Liu, Laura; Yilmaz, Kamil