Francis Diebold

University of Pennsylvania - Philadelphia / United States

Economics & Econometrics / Economics

AD Scientific Index ID: 1445930

Registration, Add Profile,
Premium Membership

Print Your Certificate

Francis Diebold's MOST POPULAR ARTICLES

1-) Comparing predictive accuracyFX Diebold, RS MarianoJournal of Business & economic statistics 13, 253-265, 19959956*1995

2-) Modeling and forecasting realized volatilityTG Andersen, T Bollerslev, FX Diebold, P LabysEconometrica 71 (2), 579-625, 200344312003

3-) Better to give than to receive: Predictive directional measurement of volatility spilloversFX Diebold, K YilmazInternational Journal of forecasting 28 (1), 57-66, 201230802012

4-) On the network topology of variance decompositions: Measuring the connectedness of financial firmsFX Diebold, K YılmazJournal of econometrics 182 (1), 119-134, 201440502014

5-) Measuring financial asset return and volatility spillovers, with application to global equity marketsFX Diebold, K YilmazThe Economic Journal 119 (534), 158-171, 200935162009

ARTICLES

Add your articles