LIBROS DEL AUTOR: francis x diebold

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  • Yield Curve Modeling and Forecasting
    Francis X. Diebold / Francis XDiebold / Glenn D. Rudebusch / Glenn DRudebusch
    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 yield curve models tend to be theoretically rigorous but empirically disappointing...
    Disponible

    71,12 €

  • Business Cycles
    Francis X. Diebold / Francis XDiebold / Glenn D. Rudebusch / Glenn DRudebusch
    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 subject, along with a detailed introduction that draws together the book’s principal...
    Disponible

    249,06 €