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Diebold, Francis X., 1959-
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The person ** Diebold, Francis X., 1959-** represents an individual (alive, dead, undead, or fictional) associated with resources found in **European University Institute**.

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Diebold, Francis X., 1959-
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**Diebold, Francis X., 1959-**represents an individual (alive, dead, undead, or fictional) associated with resources found in**European University Institute**.- Label
- Diebold, Francis X., 1959-

- Date
- 1959-

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- Job stability in the United States
- Business cycles : durations, dynamics, and forecasting
- Elements of forecasting
- Empirical modeling of exchange rate dynamics
- Evaluating density forecasts
- Evaluating density forecasts of inflation : the survey of professional forecasters
- Evaluating density forecasts of inflation : the survey of professional forecasters
- Exact maximum likelihood estimation of observation-driven econometric models
- Financial and macroeconomic connectedness : a network approach to measurement and monitoring
- Financial and macroeconomic connectedness : a network approach to measurement and monitoring
- Financial risk measurement and management
- Forecast evaluation and combination
- Forecasting the term structure of government bond yields
- Forercasting the term structure of government bond yields
- Long memory and regime switching
- Long memory and structural change
- Macroeconomic forecasting is alive and well
- Measuring business cycles : a modern perspective
- Measuring predictability : theory and macroeconomic applications
- Measuring predictability : theory and macroeconomic applications
- Measuring predictability : theory and macroeconomic applications
- Modeling volatility dynamics
- Optimal prediction under asymmetric loss
- Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
- The Nobel memorial prize for Robert F. Engle
- The macroeconomy and the yield curve : a nonstructural analysis
- The past, present and future of macroeconomic forecasting
- Unit root tests are useful for selecting forecasting models
- Weather forecasting for weather derivatives
- Why are estimates of agricultural supply response so variable?
- Why are estimates of agricultural supply response so variable?
- Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
- Cointegration and long-horizon forecasting
- Comparing predictive accuracy
- Converting 1-day volatility to h-day volatility : scaling by h is worse than you think
- Deterministic vs stochastic trend in US GNP, yet again
- Dynamic equilibrium economies : a framework for comparing models and data
- Dynamic equilibrium economies : a framework for comparing models and data
- Dynamic equilibrium economies : a framework for comparing models and data
- Dynamics equilibrium economies : a framework for comparing models and data

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- Cointegration and long-horizon forecasting
- High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
- High-and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
- How relevant is volatility forecasting for financial risk management?
- A no-arbitrage approach to range-based estimation of return covariances and correlations
- Parametric and nonparametric volatility measurement
- Ratings migration and the business cycle with application to credit portfolio stress testing
- The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
- Some like it smooth and some like it rough : untangling continuous and jump components in measuring, modeling and forecasting asset return volatility
- Weather forecasting for weather derivatives
- The distribution of exchange rate volatility
- Evaluating density forecasts
- Measuring predictability : theory and macroeconomic applications
- The distribution of realized exchange rate volatility
- Micro effects of macro announcements : real-time price discovery in foreign exchange
- Micro effects of macro announcements : real-time price discovery in foreign exchange
- Exchange rate returns standaardized by realized volatility are (Nearly) Gaussian
- Exchange rate returns standardized by realized volatility are (nearly) Gaussian
- Bounded rationality and strategic complementarity in a macroeconomic model : policy effects, persistence and multipliers
- Modeling and forecasting realized volatility
- Modeling and forecasting realized volatility
- A no-arbitrage approach to range-based estimation of return covariances and correlations
- Financial asset returns, direction-of-change forecasting, and volatility dynamics
- Financial asset returns, direction-of-change forecasting, and volatility dynamics
- The distribution of stock return volatility
- The distribution of stock return volatility
- Optimal prediction under asymmetric loss
- Cointegration and long-horizon forecasting
- Parametric and non parametric volatility measurement

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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/V6ycx0AcU5Y/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/V6ycx0AcU5Y/">Diebold, Francis X., 1959-</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>

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`<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/V6ycx0AcU5Y/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/V6ycx0AcU5Y/">Diebold, Francis X., 1959-</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>`