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Francis Diebold
University of Pennsylvania - Philadelphia / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1445930
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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
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