Francis X. Diebold

1. Comparing Predictive Accuracy
   2002/01/01 by Francis X Diebold, Francis X. Diebold, Robert S Mariano +1 · 54 citations
   Decision Sciences · Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Forecasting Techniques and Applications #Monetary Policy and Economic Impact
2. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
   2008/12/09 by Francis X. Diebold, Kamil Yilmaz, Kamil Yılmaz · 51 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies
3. Better to give than to receive: Predictive directional measurement of volatility spillovers
   2011/05/26 by Francis X. Diebold, Kamil Yilmaz, Kamil Yılmaz · 10 citations
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact
4. Real-time price discovery in global stock, bond and foreign exchange markets
   2007/04/25 by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold +1 · 8 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies
5. Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests
   2015/01/02 by Francis X. Diebold · 3 citations
6. On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates
   2020/12/21 by Francis X. Diebold, Diebold, Francis X., Minchul Shin +3 · 3 citations
   Economics, Econometrics and Finance · #Monetary Policy and Economic Impact
7. On the network topology of variance decompositions: Measuring the connectedness of financial firms
   2014/04/24 by Francis X. Diebold, Kamil Yılmaz · 1 citation
   Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Complex Systems and Time Series Analysis #Market Dynamics and Volatility
8. When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
   2023/07/11 by Francis X. Diebold, Glenn D. Rudebusch, Maximilian Göbel +2 · 2 citations
   Earth and Planetary Sciences · Environmental Science · #Arctic and Antarctic ice dynamics #Climate variability and models #Atmospheric and Environmental Gas Dynamics
9. Predicting September Arctic Sea Ice: A Multimodel Seasonal Skill Comparison
   2024/04/22 by Mitchell Bushuk, Sahara Ali, David A. Bailey +58 · 1 voice · 1 citation
   Earth and Planetary Sciences · Environmental Science · #Arctic and Antarctic ice dynamics #Climate change and permafrost #Climate variability and models
10. Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
    2024/08/23 by S. De Bie, Francis X. Diebold, Bie, Siyu +5 · 1 citation
    Economics, Econometrics and Finance · #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Complex Systems and Time Series Analysis