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Ratings migration and the busi...
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1
Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil
;
Diebold, Francis X.
;
Schuermann, Til
; …
- In:
Risk management : the state of the art
,
(pp. 3-13)
.
2002
Persistent link: https://www.econbiz.de/10001698270
Saved in:
2
Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil
;
Diebold, Francis X.
;
Kronimus, André
; …
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10001654345
Saved in:
3
Exact maximum likelihood estimation of ARCH models
Diebold, Francis X.
;
Schuermann, Til
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000854410
Saved in:
4
Horizon problems and extreme events in financial risk management
Christoffersen, Peter C.
;
Diebold, Francis X.
; …
- In:
The Handbook of risk
,
(pp. 155-170)
.
2003
Persistent link: https://www.econbiz.de/10001739107
Saved in:
5
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.
;
Schuermann, Til
-
1996
-
Rev. ed
Persistent link: https://www.econbiz.de/10000945190
Saved in:
6
Pitfalls and opportunities in the use of extreme value theory in risk management
Diebold, Francis X.
;
Schuermann, Til
;
Stroughair, John D.
-
1998
Persistent link: https://www.econbiz.de/10000998135
Saved in:
7
Horizon problems and extreme events in financial risk management
Christoffersen, Peter F.
- In:
Economic policy review
4
(
1998
)
3
,
pp. 109-118
Persistent link: https://www.econbiz.de/10001338729
Saved in:
8
On comparing information in forecasts from econometric models : a comment on Fair and Shiller
Diebold, Francis X.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000854434
Saved in:
9
The time-series structure of exchange rate fluctuations
Diebold, Francis X.
-
1986
Persistent link: https://www.econbiz.de/10000723411
Saved in:
10
Testing for bubbles, reflecting barriers and other anomalies
Diebold, Francis X.
- In:
Journal of economic dynamics & control
12
(
1988
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001046143
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