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Applications and Case Studies - Weather Forecasting for Weather Derivatives
Campbell, Sean D.; Diebold, Francis X. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 6-16
Persistent link: https://www.econbiz.de/10006607882
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Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence
Campbell, Sean D.; Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 266-278
Persistent link: https://www.econbiz.de/10008248857
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WEATHER FORECASTING FOR WEATHER DERIVATIVES
Campbell, Sean D.; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10006965963
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STOCK RETURNS AND EXPECTED BUSINESS CONDITIONS: HALF A CENTURY OF DIRECT EVIDENCE
Campbell, Sean D.; Diebold, Francis X. - 2005
Persistent link: https://www.econbiz.de/10006956997
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Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation: Evidence From the Survey of Professional Forecasters
Campbell, Sean D. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 191-200
Persistent link: https://www.econbiz.de/10008221859
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Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices
Campbell, Sean D.; Sharpe, Steven A. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 369-390
Persistent link: https://www.econbiz.de/10008282405
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What moves housing markets: A variance decomposition of the rent–price ratio
Campbell, Sean D.; Davis, Morris A.; Gallin, Joshua; … - In: Journal of urban economics 66 (2009) 2, pp. 90-102
Persistent link: https://www.econbiz.de/10008283878
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What moves housing markets: A variance decomposition of the rent–price ratio
Campbell, Sean D.; Davis, Morris A.; Gallin, Joshua; … - In: Journal of urban economics 66 (2009) 2, pp. 90-103
Persistent link: https://www.econbiz.de/10008850317
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Horizon problems and extreme events in financial risk management
Christoffersen, Peter F.; Diebold, Francis Xavier; … - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10009921369
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Scale Models - Why scaling up risk by the square root of time is an even worse approximation than you might expect
Diebold, Francis; Hickman, Adrew; Inoue, Atsushi; … - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 104-107
Persistent link: https://www.econbiz.de/10007065402