Francis X. Diebold – författare
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13 produkter
Financial and Macroeconomic Connectedness
A Network Approach to Measurement and Monitoring
Av Francis X. Diebold, Kamil Yilmaz
Inbunden, 2015
2705 kr
Lägg i varukorg
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 underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness, Frank Diebold …
Financial and Macroeconomic Connectedness
A Network Approach to Measurement and Monitoring
Av Francis X. Diebold, Kamil Yilmaz
Häftad, 2015
1110 kr
Lägg i varukorg
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 underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness, Frank Diebold …
Financial and Macroeconomic Connectedness
A Network Approach to Measurement and Monitoring
Av Kamil Yilmaz, Francis X. Diebold
E-bok, 2015
774 kr
Lägg i varukorg
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 underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness , Frank Diebold …
Financial and Macroeconomic Connectedness
A Network Approach to Measurement and Monitoring
Av Kamil Yilmaz, Francis X. Diebold
E-bok, 2015
774 kr
Lägg i varukorg
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 underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness , Frank Diebold …
Business Cycles
Durations, Dynamics, and Forecasting
Av Francis X. Diebold, Glenn D. Rudebusch
Inbunden, 1999
1918 kr
Lägg i varukorg
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 cycles. And here they present a highly integrative collection of their most important essays on the …
Known, the Unknown, and the Unknowable in Financial Risk Management
Measurement and Theory Advancing Practice
Av Francis X. Diebold, Neil A. Doherty m. fl.
Inbunden, 2010
1025 kr
Lägg i varukorg
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 VaR--reduces these risks to a single number, creating a false sense of security among risk …
Yield Curve Modeling and Forecasting
The Dynamic Nelson-Siegel Approach
Av Francis X. Diebold, Glenn D. Rudebusch
Inbunden, 2013
547 kr
Lägg i varukorg
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, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most …
Business Cycles
Durations, Dynamics, and Forecasting
Av Glenn D. Rudebusch, Francis X. Diebold
E-bok, 2020
2702 kr
Lägg i varukorg
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 cycles. And here they present a highly integrative collection of their most important essays on the …
Known, the Unknown, and the Unknowable in Financial Risk Management
Measurement and Theory Advancing Practice
Av Richard J. Herring, Neil A. Doherty m. fl.
E-bok, 2010
1395 kr
Lägg i varukorg
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 VaR--reduces these risks to a single number, creating a false sense of security among risk …
Yield Curve Modeling and Forecasting
The Dynamic Nelson-Siegel Approach
Av Glenn D. Rudebusch, Francis X. Diebold
E-bok, 2013
711 kr
Lägg i varukorg
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, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most …
Financial Risk Measurement and Management
Inbunden, 2012
8812 kr
Lägg i varukorg
This authoritative volume charts the origins, development, and current frontiers of financial risk management. It emphasizes the role for risk management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of 'normality', and …
Empirical Modeling of Exchange Rate Dynamics
Häftad, 1988
569 kr
Lägg i varukorg
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 "naive" random walk model distinctly dominated received theoretical models in terms of predictive …
Empirical Modeling of Exchange Rate Dynamics
E-bok, 2012
755 kr
Lägg i varukorg
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 "naive" random walk model distinctly dominated received theoretical models in terms of predictive …
