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On the network topology of variance decompositions : measuring the connectedness of financial firms

Diebold, Francis X.; Yılmaz, Kamil - 2011

Persistent link: https://www.econbiz.de/10009355159

Trans-Atlantic equity volatility connectedness : U.S. and European financial institutions, 2004-2014

Diebold, Francis X.; Yılmaz, Kamil - In: Journal of financial econometrics : official journal of … 14 (2016) 1, pp. 81-127

Persistent link: https://www.econbiz.de/10011588540

Comparing predictive accuracy, twenty years later : a personal perspective on the use and abuse of Diebold-Mariano tests

Diebold, Francis X. - 2012

Persistent link: https://www.econbiz.de/10009631286

Forecasting and empirical methods in finance and macroeconomics

Diebold, Francis X. - In: NBER reporter online (1999/2000) 4, pp. 11-14

Persistent link: https://www.econbiz.de/10011367506

Real-time real economic activity : entering and exiting the pandemic recession of 2020

Diebold, Francis X. - In: Essays in honour of Fabio Canova, (pp. 5-24). 2022

Persistent link: https://www.econbiz.de/10013443962

On the correlation structure of microstructure noise : a financial economic approach

Diebold, Francis X.; Strasser, Georg - 2010

"We introduce the financial economics of market microstructure into the financial econometrics of asset return volatility estimation. In particular, we use market microstructure theory to derive the cross-correlation function between latent returns and market microstructure noise, which feature...

Persistent link: https://www.econbiz.de/10008697775