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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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MACROECONOMIC VOLATILITY AND STOCK MARKET VOLATILITY, WORLDWIDE
Diebold, Francis X.; Yilmaz, Kamil - 2008
Persistent link: https://www.econbiz.de/10008104561
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ON THE NETWORK TOPOLOGY OF VARIANCE DECOMPOSITIONS: MEASURING THE CONNECTEDNESS OF FINANCIAL FIRMS
Diebold, Francis X; Yilmaz, Kamil - 2011
Persistent link: https://www.econbiz.de/10009802626
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WEATHER FORECASTING FOR WEATHER DERIVATIVES
Campbell, Sean D.; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10006965963
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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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FINANCIAL ASSET RETURNS, DIRECTION-OF-CHANGE FORECASTING, AND VOLATILITY DYNAMICS
Christoffersen, Peter F.; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10006966768
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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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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
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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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MODELING AND FORECASTING REALIZED VOLATILITY
Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2001
Persistent link: https://www.econbiz.de/10006979968