Browsing All of EconStor by Author Diebold, Francis X.

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