Anticipating correlations a new paradigm for risk management

Detalles Bibliográficos
Autor Principal:	Engle, Robert F.
Formato:	Libro
Idioma:	English
Publicado:	Princeton, N.J. Princeton University Press 2009.
Series:	The Econometric Institute lectures
Subjects:	Finance > Econometric models. Economic forecasting > Mathematical models. Risk management > Mathematical models. Correlation (Statistics).