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Publications by Francis X. Diebold

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

SSRN Electronic Journal

English

100+ Years of Financial Risk Measurement and Management

SSRN Electronic Journal

English

Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts

SSRN Electronic Journal

English

Improving GDP Measurement: A Forecast Combination Perspective

Working paper (Federal Reserve Bank of Philadelphia)

English

Estimating Global Bank Network Connectedness

SSRN Electronic Journal

English

Range-Based Estimation of Stochastic Volatility Models

Journal of Finance

English

How Relevant Is Volatility Forecasting for Financial Risk Management?

Review of Economics and Statistics

Social Sciences

English

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence

Journal of Business and Economic Statistics

Social Sciences

English

Weather Forecasting for Weather Derivatives

SSRN Electronic Journal

English

The Nobel Memorial Prize for Robert F. Engle

SSRN Electronic Journal

English