Anticipating correlations a new paradigm for risk management

Bibliografiska uppgifter
Huvudupphovsman:	Engle, Robert F.
Materialtyp:	Bok
Språk:	English
Publicerad:	Princeton, N.J. Princeton University Press 2009.
Serie:	The Econometric Institute lectures
Ämnen:	Finance > Econometric models. Economic forecasting > Mathematical models. Risk management > Mathematical models. Correlation (Statistics).