Financial and Macroeconomic ConnectednessFrancis X. Diebold, Kamil Yilmaz · First published 2014Open the Tome
On the correlation structure of microstructure noiseFrancis X. Diebold · First published 2010Open the Tome
The known, the unknown, and the unknowable in financial risk managementFrancis X. Diebold · First published 2010Open the Tome
Modeling bond yields in finance and macroeconomicsFrancis X. Diebold · First published 2005Open the Tome
Exact maximum likelihood estimation of ARCH modelsFrancis X. Diebold · First published 1993Open the Tome
On comparing information in forecasts from econometrics modelsFrancis X. Diebold · First published 1993Open the Tome
Regime switching with time-varying transition probabilitiesFrancis X. Diebold · First published 1993Open the Tome
Testing structural stability with endogenous break pointFrancis X. Diebold · First published 1993Open the Tome
