In this article we propose a statistical model to adjust, interpolate and forecast the term structure of interest rates. This model is based on extensions for the term structure model of interest rates proposed by [Diebold & Li, 2006], through a Bayesian estimation using Markov Chain Monte Carlo. The proposed extensions involve the use of a more flexible parametric form for the yield curve, mak...

This report presents certain integrity vulnerabilities in the Diebold AV-TSx Voting Terminal1. We present two attacks based on these vulnerabilities: one attack swaps the votes of two candidates and another erases the name of one candidate from the slate. These attacks do not require the modification of the operating system of the voting terminal (as it was the case in a number of previous atta...

Zbynek Novotny,1 Narasimham Mulakaluri,2 Zoltan Edes,1,3 Michael Schmid,1 Rossitza Pentcheva,2 Ulrike Diebold,1 and Gareth S. Parkinson1,* 1Institute of Applied Physics, Vienna University of Technology, Wiedner Hauptstrasse 8-10/134, 1040 Vienna, Austria 2Department of Earth and Environmental Sciences, University of Munich, Theresienstrasse 41, 80333 Munich, Germany 3CEITEC BUT, Technicka 10, 6...

Traditionally the forecast evaluation literature has focused on methods for assessing point forecasts and interval forecasts. Recently , however, density forecasting became very active and important area of research in the analysis of economic and financial time series with the introduction of simple and operational framework for density forecast evaluation by Diebold et al (1998). Density fore...

Recently, Diebold and Li (2003) obtained good forecasting results for yield curves in a reparametrized Nelson-Siegel framework. We analyze similar modeling approaches for price curves of variance swaps that serve nowadays as hedging instruments for options on realized variance. We consider the popular Heston model, reparametrize its variance swap price formula and model the entire variance swap...

Abstract This paper examines the dynamic connectedness between green bonds and OECD financial markets of European countries. The study is conducted on daily price selected stock from January 27, 2015, to August 4, 2021. Top ten countries namely Luxembourg, Switzerland, Norway, Denmark, Germany, Netherlands, Iceland, Austria, Sweden, Belgium are included within economies. uses Diebold Yilmaz Bar...

counted in 2008 on electronic voting machines made and serviced by two companies – Diebold and ES&S. According to the excellent article by Robert F. Kennedy, Jr. that follows this page, “Was the 2004 Election Stolen?,” those two companies have close ties to the Republican Party. The Chairman and CEO of Diebold in 2004 was a major Bush campaign organizer and donor who wrote in 2003 that he was “...