Francis X. Diebold

Francis X. Diebold is Paul F. and Warren S. Miller Professor of Economics; Professor of Finance; and Professor of Statistics and Data Science at the University of Pennsylvania. He is Faculty Director of the Master of Applied Economics and Data Science (MAEDS) program. His research focuses on dynamic predictive modeling of financial asset markets, macroeconomic fundamentals, climate change, and the interface. He has made well-known contributions to the measurement and modeling of asset-return volatility, business cycles, yield curves, network connectedness, and Arctic sea-ice. He has published more than 150 scientific papers and 8 books, and he is regularly ranked among globally most-cited economists. He has held visiting appointments at Princeton, Chicago, Johns Hopkins, and NYU.

Francis Diebold is a Professor of Economics at the University of Pennsylvania, specializing in economics, econometrics, time series, and statistics. His research focuses on forecasting and measuring financial volatility, with an emphasis on volatility spillovers, realized volatility, and predictive accuracy. He has extensively studied the dynamics of exchange rate volatility, the macroeconomic impact on yield curves, and the use of latent factor models in financial markets. His work also includes the development of methods for real-time price discovery and the evaluation of density forecasts. Diebold's research has significant implications for understanding financial risk and market behavior.