Diebold, Francis X., 1959-....
Diebold, Francis X.
Diebold, F. X.
Francis X. Diebold
VIAF ID: 35376044 ( Personal )
Permalink: http://viaf.org/viaf/35376044
Preferred Forms
- 100 1 _ ‡a Diebold, F. X.
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- 100 1 _ ‡a Diebold, Francis X.
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- 100 1 _ ‡a Diebold, Francis X. ‡d 1959-
- 100 1 _ ‡a Diebold, Francis X. ‡d 1959-
- 100 1 _ ‡a Diebold, Francis X., ‡d 1959-
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- 100 1 0 ‡a Diebold, Francis X., ‡d 1959-
- 100 1 _ ‡a Diebold, Francis X., ‡d 1959-....
- 100 0 _ ‡a Francis X. Diebold
4xx's: Alternate Name Forms (10)
5xx's: Related Names (14)
- 510 2 _ ‡a Federal Reserve Bank
- 510 2 _ ‡a Federal Reserve Bank ‡g Philadelphia, Pa. ‡e Affiliation
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a National Bureau of Economic Research ‡e Affiliation
- 510 2 _ ‡a Oliver Wyman Institute
- 510 2 _ ‡a Oliver Wyman Institute ‡e Affiliation
- 510 2 _ ‡a USA ‡b Board of Governors of the Federal Reserve System
- 510 2 _ ‡a USA ‡b Board of Governors of the Federal Reserve System ‡e Affiliation
- 510 2 _ ‡a University of Pennsylvania
- 510 2 _ ‡a University of Pennsylvania / Department of Economics
- 510 2 _ ‡a University of Pennsylvania ‡b Department of Economics
- 510 2 _ ‡a University of Pennsylvania ‡b Department of Economics ‡e Affiliation
- 510 2 _ ‡a University of Toronto. Institute for Policy Analysis
- 510 2 _ ‡a ebrary, Inc
Works
Title | Sources |
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The affine arbitrage-free class of nelson-siegel term structure models | |
Bounded rationality and strategic complementarity in a macroeconomic model : policy effects, persistence and multipliers | |
Business cycles : durations, dynamics, and forecasting | |
Cointegration and long-horizon forecasting | |
Commodity connectedness | |
Comparing predictive accuracy I : an asymptotic test | |
Does the business cycle have duration memory? | |
Dynamic equilibrium economies : a framework for comparing models and data | |
Elements of forecasting | |
Empirical modeling of exchange rate dynamics. - | |
Evaluating density forecasts | |
Financial and macroeconomic connectedness : a network approach to measurement and monitoring | |
Financial asset returns, direction-of-change forecasting, and volatility dynamics | |
How relevant is volatility forecasting for financial risk management? | |
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice | |
Macroeconomic volatility and stock market volatility, worldwide | |
The macroeconomy and the yield curve a dynamic latent factor approach | |
A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities | |
Measuring financial asset return and volatility spillovers, with application to global equity markets | |
Measuring predictability : theory and macroeconomic applications | |
Modeling Bond yields in finance and macroeconomics | |
A no-arbitrage approach to range-based estimation of return covariances and correlations | |
The Nobel Memorial Prize for Robert F. Engle | |
On the correlation structure of microstructure noise a financial economic approach | |
On the Network Topology of Variance Decompositions : Measuring the Connectedness of Financial Firms | |
Pitfalls and opportunities in the use of extreme value theory in risk management | |
Real-time macroeconomic monitoring real activity, inflation, and interactions | |
Real-time measurement of business conditions | |
Real-time price discovery in stock, bond and foreign exchange markets | |
Realized beta persistence and predictability [[Elektronische Ressource]] | |
Roughing it up | |
Some like it smooth, and some like it rough untangling continuous and jump components in measuring, modeling and forecasting asset return volatility | |
Stock returns and expected business conditions: half a century of direct evidence | |
Unit root tests are useful for selecting forecasting models | |
The use of prior information in forecast combination. | |
Weather forecasting for weather derivatives | |
Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach |