Prof. Dr. Francis X. Diebold

Current contact address

CountryUnited States of America
CityPhiladelphia
InstitutionUniversity of Pennsylvania (UPenn)
InstituteDepartment of Economics

Profile

Research fieldsBusiness Administration,Economic Theory,Mathematical and Applied Statistics
KeywordsVolatility and correlation, Financial markets, term structure of interest rates, financial econometrics, risk management, portfolio allocation, asset prici