Autor: Francis X. Diebold

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Francis X. Diebold is the Paul F. and E. Warren Shafer Miller Professor of Economics at the University of Pennsylvania and professor of finance and statistics at the university“s Wharton School. Neil A. Doherty is the Frederick H. Ecker Professor of Insurance and Risk Management at the Wharton School. Richard J. Herring is the Jacob Safra Professor of International Banking and professor of finance at the Wharton School.




6 Ebooks von Francis X. Diebold

Francis X. Diebold & Neil A. Doherty: The Known, the Unknown, and the Unknowable in Financial Risk Management
A clear understanding of what we know, don’t know, and can’t know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today–Value at Risk, or …
EPUB
Englisch
DRM
€109.99
Francis X. Diebold & Glenn D. Rudebusch: Yield Curve Modeling and Forecasting
Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, s …
EPUB
Englisch
DRM
€57.99
Francis X. Diebold & Kamil Yilmaz: Financial and Macroeconomic Connectedness
Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest in financial markets implies interest in …
PDF
Englisch
DRM
€40.54
Francis X. Diebold & Kamil Yilmaz: Financial and Macroeconomic Connectedness
Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest in financial markets implies interest in …
EPUB
Englisch
DRM
€51.73
Francis X. Diebold: Empirical Modeling of Exchange Rate Dynamics
Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a & …
PDF
Englisch
DRM
€57.88
Francis X. Diebold & Glenn D. Rudebusch: Business Cycles
This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cyc …
PDF
Englisch
DRM
€209.99