| Comparing predictive accuracy FX Diebold, RS Mariano Journal of Business & economic statistics 13, 253-265, 1995 | 12013* | 1995 |
| Better to give than to receive: Predictive directional measurement of volatility spillovers FX Diebold, K Yilmaz International Journal of forecasting 28 (1), 57-66, 2012 | 5084 | 2012 |
| Modeling and forecasting realized volatility TG Andersen, T Bollerslev, FX Diebold, P Labys Econometrica 71 (2), 579-625, 2003 | 5017 | 2003 |
| On the network topology of variance decompositions: Measuring the connectedness of financial firms FX Diebold, K Yılmaz Journal of econometrics 182 (1), 119-134, 2014 | 4223 | 2014 |
| Measuring financial asset return and volatility spillovers, with application to global equity markets FX Diebold, K Yilmaz The Economic Journal 119 (534), 158-171, 2009 | 3558 | 2009 |
| The distribution of realized stock return volatility TG Andersen, T Bollerslev, FX Diebold, H Ebens Journal of financial economics 61 (1), 43-76, 2001 | 3339 | 2001 |
| The distribution of realized exchange rate volatility TG Andersen, T Bollerslev, FX Diebold, P Labys Journal of the American statistical association 96 (453), 42-55, 2001 | 3246 | 2001 |
| Forecasting the term structure of government bond yields FX Diebold, C Li Journal of econometrics 130 (2), 337-364, 2006 | 2588 | 2006 |
| Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility TG Andersen, T Bollerslev, FX Diebold The review of economics and statistics 89 (4), 701-720, 2007 | 2210 | 2007 |
| Evaluating density forecasts FX Diebold, TA Gunther, A Tay International economic review 39, 863-883, 1998 | 1963 | 1998 |
| Micro effects of macro announcements: Real-time price discovery in foreign exchange TG Anderson, T Bollerslev, FX Diebold, C Vega American economic review 93 (1), 38-62, 2003 | 1834 | 2003 |
| Range‐based estimation of stochastic volatility models S Alizadeh, MW Brandt, FX Diebold The Journal of Finance 57 (3), 1047-1091, 2002 | 1599 | 2002 |
| Long memory and regime switching FX Diebold, A Inoue Journal of econometrics 105 (1), 131-159, 2001 | 1538 | 2001 |
| Real-time price discovery in global stock, bond and foreign exchange markets TG Andersen, T Bollerslev, FX Diebold, C Vega Journal of international Economics 73 (2), 251-277, 2007 | 1515 | 2007 |
| The macroeconomy and the yield curve: a dynamic latent factor approach FX Diebold, GD Rudebusch, SB Aruoba Journal of econometrics 131 (1-2), 309-338, 2006 | 1499 | 2006 |
| Elements of forecasting FX Diebold South-Western College Pub., 1998 | 1351 | 1998 |
| Real-time measurement of business conditions SB Aruoba, FX Diebold, C Scotti Journal of Business & Economic Statistics 27 (4), 417-427, 2009 | 1081 | 2009 |
| The dynamics of exchange rate volatility: a multivariate latent factor ARCH model FX Diebold, M Nerlove Journal of Applied econometrics 4 (1), 1-21, 1989 | 1042 | 1989 |
| Regime switching with time-varying transition probabilities FX Diebold, JH Lee, GC Weinbach Nonstationary Time Series Analysis and Cointegration, 283–302, 1993 | 1000 | 1993 |
| Volatility and correlation forecasting TG Andersen, T Bollerslev, PF Christoffersen, FX Diebold Handbook of economic forecasting 1, 777-878, 2006 | 897* | 2006 |
Torben G. AndersenProfessor of Finance, Kellogg School, Northwestern UniversityZweryfikowany adres z northwestern.edu
