Forecasting the term structure of government bond yields von Diebold, Francis X., Li, Canlin

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On the Correlation Structure of Microstructure Noise: A Financial Economic Approach von DIEBOLD, FRANCIS X., STRASSER, GEORG

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The macroeconomy and the yield curve: a dynamic latent factor approach von Diebold, Francis X., Rudebusch, Glenn D., Boragˇan Aruoba, S.

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Long memory and regime switching von Diebold, Francis X., Inoue, Atsushi

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Ratings migration and the business cycle, with application to credit portfolio stress testing von Bangia, Anil, Diebold, Francis X, Kronimus, André, Schagen, Christian, Schuermann, Til

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On the power of Dickey-Fuller tests against fractional alternatives von Diebold, Francis X., Rudebusch, Glenn D.

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The econometrics of macroeconomics, finance, and the interface von Diebold, F.X., Engle, R.F., Favero, C., Gallo, G.M., Schorfheide, F.

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The affine arbitrage-free class of Nelson–Siegel term structure models von Christensen, Jens H.E., Diebold, Francis X., Rudebusch, Glenn D.

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Forecasting and empirical methods in finance and macroeconomics von Diebold, F.X, West, Kenneth D

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Measuring predictability: theory and macroeconomic applications von Diebold, Francis X., Kilian, Lutz

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Modeling and Forecasting Realized Volatility von Andersen, Torben G., Bollerslev, Tim, Diebold, Francis X., Labys, Paul

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Further results on forecasting and model selection under asymmetric loss von Christoffersen, Peter F., Diebold, Francis X.

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Weather Forecasting for Weather Derivatives von Campbell, Sean D, Diebold, Francis X

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Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange von Andersen, Torben G., Bollerslev, Tim, Diebold, Francis X., Vega, Clara

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Range-Based Estimation of Stochastic Volatility Models von Alizadeh, Sassan, Brandt, Michael W., Diebold, Francis X.

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The distribution of realized stock return volatility von Andersen, Torben G., Bollerslev, Tim, Diebold, Francis X., Ebens, Heiko

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The Distribution of Realized Exchange Rate Volatility von Andersen, Torben G, Bollerslev, Tim, Diebold, Francis X, Labys, Paul

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The dynamics of exchange rate volatility: A multivariate latent factor ARCH model von Diebold, Francis X., Nerlove, Marc

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Comparing Predictive Accuracy von Diebold, Francis X, Mariano, Robert S

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On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean von Cheung, Yin-Wong, Diebold, Francis X.

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