Diebold, Francis X., 1959-
Date
1959-
Label
Diebold, Francis X., 1959-
Name
Diebold, Francis X.
Actions
Incoming Resources
- Contributor of28
- Evaluating density forecasts
- Bounded rationality and strategic complementarity in a macroeconomic model, policy effects, persistence and multipliers
- Micro effects of macro announcements, real-time price discovery in foreign exchange
- Modeling and forecasting realized volatility
- Optimal prediction under asymmetric loss
- A no-arbitrage approach to range-based estimation of return covariances and correlations
- Cointegration and long-horizon forecasting
- The distribution of stock return volatility
- Financial asset returns, direction-of-change forecasting, and volatility dynamics
- The distribution of exchange rate volatility
- Parametric and nonparametric volatility measurement
- Financial asset returns, direction-of-change forecasting, and volatility dynamics
- How relevant is volatility forecasting for financial risk management?
- Cointegration and long-horizon forecasting
- High- and low-frequency exchange rate volatility dynamics, range-based estimation of stochastic volatility models
- Weather forecasting for weather derivatives
- The distribution of realized exchange rate volatility
- The distribution of stock return volatility
- High-and low-frequency exchange rate volatility dynamics, range-based estimation of stochastic volatility models
- Exchange rate returns standaardized by realized volatility are (Nearly) Gaussian
- Exchange rate returns standardized by realized volatility are (nearly) Gaussian
- Modeling and forecasting realized volatility
- The known, the unknown, and the unknowable in financial risk management, measurement and theory advancing practice, Francis X. Diebold, Neil A. Doherty, Richard J. Herring, editors
- Ratings migration and the business cycle with application to credit portfolio stress testing
- Measuring predictability, theory and macroeconomic applications
- A no-arbitrage approach to range-based estimation of return covariances and correlations
- Micro effects of macro announcements, real-time price discovery in foreign exchange
- Some like it smooth and some like it rough, untangling continuous and jump components in measuring, modeling and forecasting asset return volatility
- Creator of37
- Forecasting the term structure of government bond yields
- Dynamic equilibrium economies, a framework for comparing models and data
- Measuring predictability, theory and macroeconomic applications
- Macroeconomic forecasting is alive and well
- Comparing predictive accuracy
- Modeling volatility dynamics
- Optimal prediction under asymmetric loss
- Job stability in the United States
- Evaluating density forecasts of inflation, the survey of professional forecasters
- Financial and macroeconomic connectedness, a network approach to measurement and monitoring, Francis X. Diebold and Kamil Yilmaz
- Financial and macroeconomic connectedness, a network approach to measurement and monitoring, Francis X. Diebold and Kamil Yilmaz
- Yield curve modeling and forecasting, the dynamic Nelson-Siegel approach, Francis X. Diebold and Glenn D. Rudebusch
- Empirical modeling of exchange rate dynamics
- Deterministic vs stochastic trend in US GNP, yet again
- Business cycles, durations, dynamics, and forecasting, Francis X. Diebold and Glenn D. Rudebusch
- Evaluating density forecasts
- Forercasting the term structure of government bond yields
- Elements of forecasting, Francis X. Diebold
- Dynamic equilibrium economies, a framework for comparing models and data
- The macroeconomy and the yield curve, a nonstructural analysis
- Forecast evaluation and combination
- Financial risk measurement and management, edited by Francis X. Diebold
- Dynamic equilibrium economies, a framework for comparing models and data
- Cointegration and long-horizon forecasting
- Measuring predictability, theory and macroeconomic applications
- Evaluating density forecasts of inflation, the survey of professional forecasters
- Converting 1-day volatility to h-day volatility, scaling by h is worse than you think
- Measuring business cycles, a modern perspective
- The Nobel memorial prize for Robert F. Engle
- Measuring predictability, theory and macroeconomic applications
- Weather forecasting for weather derivatives
- Real-time multivariate density forecast evaluation and calibration, monitoring the risk of high-frequency returns on foreign exchange
- The past, present and future of macroeconomic forecasting
- Why are estimates of agricultural supply response so variable?
- Exact maximum likelihood estimation of observation-driven econometric models
- Long memory and structural change
- Unit root tests are useful for selecting forecasting models
- Author of1
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