Francis X. Diebold
Francis X. Diebold publishes mostly in Economics and Econometrics, Finance and General Economics, Econometrics and Finance, on topics such as Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling and Market Dynamics and Volatility.
- World rank
- #19,776 of 7,710,434 ranked researchers
- Rank in United States
- #7,184 of 1,627,098
- Works
- 497
- Citations
- 72k
- Citations per work
- 144.1
What does Francis X. Diebold research?
Francis X. Diebold's work is mostly in Economics, Econometrics and Finance (71%), Decision Sciences (6%), Earth and Planetary Sciences (4%).
Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.
The fields and subfields, with their numbers
- Social Sciences38176.7%
- Economics, Econometrics and Finance35371.0%
- Decision Sciences285.7%
- Everything else8316.7%
- Physical Sciences336.6%
- Earth and Planetary Sciences183.6%
- Mathematics153.0%
- 1Economics and Econometrics28% of their works
- 2Finance26% of their works
- 3General Economics, Econometrics and Finance16% of their works
- 4Management Science and Operations Research6% of their works
- 5Atmospheric Science4% of their works
- 6Statistics and Probability3% of their works
Research topics
- Monetary Policy and Economic Impact
- Financial Risk and Volatility Modeling
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
- Stochastic processes and financial applications
- Forecasting Techniques and Applications
- Financial Markets and Investment Strategies
- Economic theories and models
Which keywords describe Francis X. Diebold's research?
The keywords of their largest research topics: Monetary Policy, Economic Growth, Financial Development, Fiscal Policy, GARCH Models, Volatility, Economic Policy Uncertainty and Oil Price Shocks.
- Liquidity
- Stock Returns
- Forecasting
- Option Pricing
- Multifractal Analysis
- Oil Price Shocks
- Volatility
- Fiscal Policy
- Economic Growth
- Monetary Policy
- Financial Development
- GARCH Models
- Economic Policy Uncertainty
- Econophysics
- Asset Pricing
- Stochastic Calculus
- Market Efficiency
- Time Series
- Monetary Equilibrium
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most. The words come from the keyword list OpenAlex gives each topic, not from the text of the papers, so a word can appear that none of the papers uses.
All 19 words, with their numbers
- Monetary Policy3122 topics
- Economic Growth2282 topics
- Financial Development1881 topic
- Fiscal Policy1881 topic
- GARCH Models1531 topic
- Volatility1531 topic
- Economic Policy Uncertainty1241 topic
- Oil Price Shocks1241 topic
- Econophysics1051 topic
- Multifractal Analysis1051 topic
- Asset Pricing922 topics
- Option Pricing541 topic
- Stochastic Calculus541 topic
- Forecasting521 topic
- Market Efficiency521 topic
- Stock Returns521 topic
- Time Series521 topic
- Liquidity401 topic
- Monetary Equilibrium401 topic
Where does Francis X. Diebold work?
Francis X. Diebold's main affiliation in the publication record is University of Pennsylvania, United States.
How many publications and citations does Francis X. Diebold have?
OpenAlex counts 497 works and 71,637 citations for Francis X. Diebold, an h-index of 98, ranking #19,776 of 7,710,434 researchers worldwide on the quality score.
Ranked on field-normalised citation excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.
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