CARE Seminar: Frank Diebold, University of Pennsylvania

Speaker

Frank Diebold, University of Pennsylvania

Biography

Frank Diebold is a Professor of Economics and Paul F. Miller, Jr. and E. Warren Shafer Miller Professor of Social Sciences at the School of Arts and Sciences in the University of Pennsylvania. He received both his BS and PhD in Economics at the University of Pennsylvania. His research focuses on predictive modeling of financial asset markets, macroeconomic fundamentals, and the interface. He has made well-known contributions to the measurement and modeling of asset-return volatility, business cycles, yield curves, and network connectedness.