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Diebold, Francis X.; García López, José A. - 1995

Persistent link: https://www.econbiz.de/10000920972

On the Origin(s) and Development of the Term 'Big Data'

Diebold, Francis X. - 2012

I investigate the origins of the now-ubiquitous term ”Big Data," in industry and academics, in computer science and statistics/econometrics. Credit for coining the term must be shared. In particular, John Mashey and others at Silicon Graphics produced highly relevant (unpublished,...

Persistent link: https://www.econbiz.de/10013100254

Modeling volatility dynamics

Diebold, Francis X.; López, José A. - 1995

Persistent link: https://www.econbiz.de/10000945662

Modeling volatility dynamics

Diebold, Francis X.; Lopez, Jose A. - 1995

Persistent link: https://www.econbiz.de/10000587223

Estimating global bank network connectedness

Demirer, Mert; Diebold, Francis X.; Liu, Laura; … - 2015

We use lasso methods to shrink, select and estimate the network linking the publicly-traded subset of the world's top … 150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and dynamic network … connectedness using rolling-window estimation. Statistically, we find that global banking connectedness is clearly linked to bank …

Persistent link: https://www.econbiz.de/10011309448