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Author
Francis X. Diebold
also known as Diebold, Francis X., F Diebold, F. (Frank) Diebold
National Bureau of Economic Research · University of Pennsylvania · Boston College · Northwestern University
About this author
Works
497
Cited by
69,877
h-index
99
i10
271
Top papers
Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold, Kamil Yılmaz
·
2011
·
International Journal of Forecasting
↗ 5,359
Comparing Predictive Accuracy
Francis X. Diebold, Roberto S. Mariano
·
1994
·
National Bureau of Economic Research
↗ 5,308
OA
Comparing Predictive Accuracy
Francis X. Diebold, Roberto S. Mariano
·
1995
·
Journal of Business and Economic Statistics
↗ 4,647
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Francis X. Diebold, Kamil Yılmaz
·
2014
·
Journal of Econometrics
↗ 4,316
Modeling and Forecasting Realized Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, et al.
·
2003
·
Econometrica
↗ 3,921
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
Francis X. Diebold, Kamil Yılmaz
·
2008
·
The Economic Journal
↗ 2,958
Comparing Predictive Accuracy
Francis X. Diebold, Roberto S. Mariano
·
1995
·
Journal of Business and Economic Statistics
↗ 2,428
The Distribution of Realized Exchange Rate Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, et al.
·
2001
·
Journal of the American Statistical Association
↗ 2,190
Comparing Predictive Accuracy
Francis X. Diebold, Robert S. Mariano
·
2002
·
Journal of Business and Economic Statistics
↗ 1,624
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold
·
2007
·
The Review of Economics and Statistics
↗ 1,461
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
Torben G. Anderson, Tim Bollerslev, Francis X. Diebold, et al.
·
2003
·
American Economic Review
↗ 1,396
Range‐Based Estimation of Stochastic Volatility Models
Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold
·
2002
·
The Journal of Finance
↗ 1,208
Books
Elements of forecasting
1998
·
Thomson/South-Western
Empirical Modeling of Exchange Rate Dynamics
1988
·
Springer My Copy UK
Elementos de Pronosticos
1999
·
South-Western College Pub
Financial and Macroeconomic Connectedness
2014
·
Oxford University Press, Incorporated
Business cycles
1999
·
Princeton University Press
The macroeconomy and the yield curve
2004
·
National Bureau of Economic Research
Modeling bond yields in finance and macroeconomics
2005
·
National Bureau of Economic Research
Job stability in the United States
1994
·
National Bureau of Economic Research