Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. - Peter F. Christoffersen; Francis X. Diebold (Manag. Sci., 2006)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - 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; et al. (Comput. Stat. Data Anal., 2014)

On the Origin(s) of the Term "Big Data". - Francis X. Diebold (CoRR, 2020)