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Journal Articles
- 2014
[j2]Erricos John Kontoghiorghes
, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu:
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76: 1-3 (2014)- 2006
- [j1]Peter F. Christoffersen, Francis X. Diebold:
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. Manag. Sci. 52(8): 1273-1287 (2006)
Informal and Other Publications
- 2020
- [i1]Francis X. Diebold:
On the Origin(s) of the Term "Big Data". CoRR abs/2008.05835 (2020)
Coauthor Index
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