2023 - Research.com Economics and Finance in United States Leader Award
2004 - Fellow of the American Statistical Association (ASA)
2003 - Fellow of John Simon Guggenheim Memorial Foundation
1998 - Fellows of the Econometric Society
1992 - Fellow of Alfred P. Sloan Foundation
Fellow of the Financial Institutions Center (FIC)
Comparing Predictive Accuracy
Francis X. Diebold;Roberto S. Mariano.
Journal of Business & Economic Statistics (1995)
MODELING AND FORECASTING REALIZED VOLATILITY
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys.
Econometrica (2003)
The Distribution of Realized Exchange Rate Volatility
Torben G Andersen;Tim Bollerslev;Francis X Diebold;Paul Labys.
Journal of the American Statistical Association (2001)
The distribution of realized stock return volatility
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Heiko Ebens.
Journal of Financial Economics (2001)
Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold;Francis X. Diebold;Kamil Yilmaz.
International Journal of Forecasting (2012)
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
Francis X. Diebold;Kamil Yilmaz.
The Economic Journal (2008)
Forecasting the term structure of government bond yields
Francis X. Diebold;Canlin Li.
Journal of Econometrics (2006)
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Francis X. Diebold;Kamil Yilmaz.
Journal of Econometrics (2011)
Evaluating Density Forecasts
Francis X. Diebold;Todd A. Gunther;Anthony S. Tay.
Research Papers in Economics (1997)
Evaluating density forecasts with applications to financial risk management
Francis X. Diebold;Todd A. Gunther;Anthony S. Tay.
International Economic Review (1998)
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