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Rudebusch, Glenn D. Bollerslev, Tim Andersen, Torben Yılmaz, Kamil Aruoba, S. Borağan Christoffersen, Peter F. Schorfheide, Frank Shin, Minchul Vega, Clara Campbell, Sean D. Nalewaik, Jeremy Song, Dongho Tay, Anthony S. A. Li, Canlin Liu, Laura Brandt, Michael W. Schuermann, Til Zhang, Boyuan Kilian, Lutz Göbel, Maximilian Christensen, Jens H. E. Goulet Coulombe, Philippe Berkowitz, Jeremy Ohanian, Lee E. Labys, Paul Chen, Fei Mariano, Roberto S. Scotti, Chiara Hahn, Jinyong Strasser, Georg Demirer, Mert Wu, Jin Kose, M. Ayhan Terrones, Marco E. Piazzesi, Monika López, José A. Yue, Vivian Z. Pauly, Peter H. Bangia, Anil All co-authors time financial prognoseverfahren real models forecasts volatility return volatilität macroeconomic model kapitaleinkommen returns modeling market business global asset yield exchange management markets estimation schätzung dynamics dynamic stock curve framework frequency use bond measures results economic based activity schätztheorie finanzmarkt approach structure zeitreihenanalyse realized data important long equity rate free
Composed forecasting model capital income real time estimation theory financial market time series analysis business cycle nelson siegel modeling forecasting yield curve time series return volatility asset return business conditions sea ice foreign exchange real activity financial asset volatility spillovers impact assessment time varying volatility forecastability portfolio management portfolio selection stock market climate change arbitrage free exchange rate stock bond arctic sea equity markets asset returns leading indicator arbitrage pricing expected business financial crisis range based return volatilities bond yields financial institutions cross correlation gross domestic product statistische methodenlehre statistical theory activity inflation weather derivatives exchange markets conditional mean systemic risk sign dependence connectedness financial economic activity price discovery bond foreign internationaler finanzmarkt ice free egalitarian lasso macroeconomy yield time price arch model widely used arch modell probability assessments macroeconomic monitoring free arctic risk management jump components volatility models time macroeconomic siegel term
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Francis X. Diebold Prof. Alternative spellings: Francis Xavier Diebold Francis Diebold F. X. Diebold Frank X. Diebold B: 1959 Biblio: Tätig an der New York Univ.
Profession Economist
Affiliations University of Pennsylvania. Department of Economics Federal Reserve Bank of Philadelphia National Bureau of Economic Research Federal Reserve System. Board of Governors Oliver Wyman Institute
Q28823369
Publishing years Series NBER Working Paper (57) Working paper / National Bureau of Economic Research, Inc. (47) Working papers / Penn Institute for Economic Research (35) PIER Working Paper (25) Working papers / Financial Institutions Center (24) CFS working paper series (21) Working papers / Rodney L. White Center for Financial Research (14) Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division (14) NBER working paper series (13) Technical working paper / National Bureau of Economic Research (11) FRB of Philadelphia Working Paper (8) Working papers / Federal Reserve Bank of Philadelphia, Research Department (7) Discussion paper / Institute for Empirical Macroeconomics (7) Financial Institutions Center (6) Working papers series / Federal Reserve Bank of San Francisco (5) NYU Working Paper (5) Koç University - TÜSİAD Economic Research Forum working paper series (4) Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business (3) Journal of econometrics (3) CAFE Research Paper (3) IMF working papers (3) Research paper / Federal Reserve Bank of New York (3) The Econometric and Tinbergen Institutes Lectures (3) Finance and economics discussion series (2) The international library of critical writings in economics (2) FRB International Finance Discussion Paper (2) International finance discussion papers (2) CREATES Research Paper (2) IMF Working Papers, Vol. , pp. 1-52, 2011 (1) Lecture Notes in Economics and Mathematical Systems (1) Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control (1) Lecture notes in economics and mathematical systems : operations research, computer science, social science (1) Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto (1) Jacobs Levy Equity Management Center for Quantitative Financial Research Paper (1) Working papers / Economic Research Department, Federal Reserve Bank of Philadelphia (1) Working paper series economics and econometrics (1) CFS Working Paper (1) Symposium on developments in business cycle research (1) The econometric and tinbergen institutes lectures (1) IMF working paper (1) Elgar research reviews in economics (1) Symposium on forecasting and empirical methods in macroeconomics and finance (1) Financial services at the crossroads: capital regulation in the twenty-first century (1) Staff report / Research Department, Federal Reserve Bank of Minneapolis (1) Working paper series / New York University, Salomon Center (1) Discussion paper / Centre for Economic Policy Research (1) Weiss Center working papers (1) Boston College working papers in economics (1) Working papers / University of Michigan, Department of Economics (1) IMF Working Paper (1) Lecture notes in economics and mathematical systems : LNEMS (1) 
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