Person:221847

Available identifiers

zbMath Open diebold.francis-xWikidataQ28823369 ScholiaQ28823369MaRDI QIDQ221847

List of research outcomes

Publication	Date of Publication	Type
Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume	2024-03-06	Paper
On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates	2023-11-17	Paper
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume	2023-09-28	Paper
Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms	2023-04-14	Paper
On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness	2023-04-14	Paper
Probability assessments of an ice-free Arctic: comparing statistical and climate model projections	2022-12-14	Paper
A benchmark model for fixed-target Arctic sea ice forecasting	2022-07-26	Paper
Assessing point forecast accuracy by stochastic error distance	2022-06-08	Paper
Financial and Macroeconomic Connectedness	2019-08-14	Paper
On the Correlation Structure of Microstructure Noise: A Financial Economic Approach	2019-01-23	Paper
THE ET INTERVIEW: PROFESSOR ROBERT F. ENGLE, JANUARY 2003	2018-12-21	Paper
On the Comparison of Interval Forecasts	2018-11-16	Paper
Real-time forecast evaluation of DSGE models with stochastic volatility	2017-11-07	Paper
The affine arbitrage-free class of Nelson-Siegel term structure models	2016-08-12	Paper
Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach	2016-06-22	Paper
The macroeconomy and the yield curve: a dynamic latent factor approach	2016-06-10	Paper
Forecasting the term structure of government bond yields	2016-04-25	Paper
Improving GDP measurement: a measurement-error perspective	2016-03-01	Paper
The exact initial covariance matrix of the state vector of a general \(MA(q)\) process	2016-01-01	Paper
Exact maximum-likelihood estimation of autoregressive models via the Kalman filter	2016-01-01	Paper
Assessing point forecast accuracy by stochastic loss distance	2015-10-05	Paper
A Markov-switching multifractal inter-trade duration model, with application to US equities	2014-06-06	Paper
On the network topology of variance decompositions: measuring the connectedness of financial firms	2014-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q4903819	2013-01-28	Paper
Realized Beta: Persistence and Predictability	2010-06-30	Paper
An arbitrage‐free generalized Nelson–Siegel term structure model	2009-12-22	Paper
Weather Forecasting for Weather Derivatives	2007-08-20	Paper
Modeling and Forecasting Realized Volatility	2006-06-19	Paper
https://portal.mardi4nfdi.de/entity/Q3374310	2006-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3374323	2006-03-09	Paper
Forecasting the term structure of government bond yields	2006-02-01	Paper
The Distribution of Realized Exchange Rate Volatility	2003-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q4409939	2003-07-01	Paper
Econometrics: retrospect and prospect	2001-01-01	Paper
Long memory and regime switching	2001-01-01	Paper
Dynamic Equilibrium Economies: A Framework for Comparing Models and Data	1998-11-10	Paper
Fractional integration and interval prediction	1997-02-27	Paper
Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures	1996-03-11	Paper
Empirical modeling of exchange rate dynamics	1993-06-05	Paper
The solution of dynamic linear rational expectations models	1989-01-01	Paper
State space modeling of time series: A review essay	1989-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Francis X. Diebold