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Diebold, Francis X.
33
Bollerslev, Tim
9
Andersen, Torben G.
8
Rudebusch, Glenn D.
5
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4
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Working paper / National Bureau of Economic Research, Inc
NBER Working Paper
61
NBER working paper series
53
Working paper / National Bureau of Economic Research, Inc.
47
CFS Working Paper Series
35
PIER Working Paper Archive
35
Working papers / Penn Institute for Economic Research
33
PIER Working Paper
32
Journal of econometrics
29
Working papers / Financial Institutions Center
24
CFS working paper series
22
Technical working paper / National Bureau of Economic Research
22
Working Papers / Federal Reserve Bank of Philadelphia
20
Center for Financial Institutions Working Papers
19
CFS Working Paper
18
Finance and Economics Discussion Series
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
14
Working papers / Rodney L. White Center for Financial Research
14
Journal of Econometrics
12
The review of economics and statistics
12
NBER technical working paper series
11
The American economic review
10
FRB of Philadelphia Working Paper
8
New York University, Leonard N. Stern School Finance Department Working Paper Seires
8
Discussion paper / Institute for Empirical Macroeconomics
7
NYU Working Paper
7
Special Studies Papers / Federal Reserve Board (Board of Governors of the Federal Reserve System)
7
Working papers / Federal Reserve Bank of Philadelphia, Research Department
7
Economics letters
6
Financial Institutions Center
6
International journal of forecasting
6
Discussion Paper / Institute for Empirical Macroeconomics
5
Econometric Theory
5
Economics Letters
5
Working papers series / Federal Reserve Bank of San Francisco
5
American Economic Review
4
Econometric theory
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International Journal of Forecasting
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MEASURING FINANCIAL ASSET RETURN AND VOLATILITY SPILLOVERS, WITH APPLICATION TO GLOBAL EQUITY MARKETS
Diebold, Francis X.
;
Yilmaz, Kamil
-
2008
Persistent link: https://www.econbiz.de/10007978542
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2
WEATHER FORECASTING FOR WEATHER DERIVATIVES
Campbell, Sean D.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10006965963
Saved in:
3
FORECASTING THE TERM STRUCTURE OF GOVERNMENT BOND YIELDS
Diebold, Francis X.
;
Li, Canlin
-
2003
Persistent link: https://www.econbiz.de/10006966546
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4
FINANCIAL ASSET RETURNS, DIRECTION-OF-CHANGE FORECASTING, AND VOLATILITY DYNAMICS
Christoffersen, Peter F.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10006966768
Saved in:
5
A NO-ARBITRAGE APPROACH TO RANGE-BASED ESTIMATION OF RETURN COVARIANCES AND CORRELATIONS
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10006969026
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6
MICRO EFFECTS OF MACRO ANNOUNCEMENTS: REAL-TIME PRICE DISCOVERY IN FOREIGN EXCHANGE
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
Persistent link: https://www.econbiz.de/10006974033
Saved in:
7
HIGH- AND LOW-FREQUENCY EXCHANGE RATE VOLATILITY DYNAMICS: RANGE-BASED ESTIMATION OF STOCHASTIC VOLATILITY MODELS
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10006979966
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8
MODELING AND FORECASTING REALIZED VOLATILITY
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2001
Persistent link: https://www.econbiz.de/10006979968
Saved in:
9
THE DISTRIBUTION OF STOCK RETURN VOLATILITY
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10006982303
Saved in:
10
EXCHANGE RATE RETURNS STANDARDIZED BY REALIZED VOLATILITY ARE (NEARLY) GAUSSIAN
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10006985434
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