D-Index & Metrics Best Publications

Francis X. Diebold

University of Pennsylvania
United States

Economics and Finance

USA

2023

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name Citations Publications World Ranking National Ranking

Economics and Finance D-index 102 Citations 77,872 284 World Ranking 51 National Ranking 43

Research.com Recognitions

Awards & Achievements

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)

Best Publications

Comparing Predictive Accuracy

Francis X. Diebold;Roberto S. Mariano.
Journal of Business & Economic Statistics (1995)

9918 Citations

MODELING AND FORECASTING REALIZED VOLATILITY

Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys.
Econometrica (2003)

4332 Citations

The Distribution of Realized Exchange Rate Volatility

Torben G Andersen;Tim Bollerslev;Francis X Diebold;Paul Labys.
Journal of the American Statistical Association (2001)

2949 Citations

The distribution of realized stock return volatility

Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Heiko Ebens.
Journal of Financial Economics (2001)

2863 Citations

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)

2614 Citations

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*

Francis X. Diebold;Kamil Yilmaz.
The Economic Journal (2008)

2256 Citations

Forecasting the term structure of government bond yields

Francis X. Diebold;Canlin Li.
Journal of Econometrics (2006)

2246 Citations

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

Francis X. Diebold;Kamil Yilmaz.
Journal of Econometrics (2011)

2106 Citations

Evaluating Density Forecasts

Francis X. Diebold;Todd A. Gunther;Anthony S. Tay.
Research Papers in Economics (1997)

2087 Citations

Evaluating density forecasts with applications to financial risk management

Francis X. Diebold;Todd A. Gunther;Anthony S. Tay.
International Economic Review (1998)

1984 Citations

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Frequent Co-Authors

External Links

Personal Website for Francis X. Diebold

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