Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Bibliographische Detailangaben
1. Verfasser: Engle, Robert F.
Format: Buch
Sprache:English
Veröffentlicht: Princeton, N.J. Princeton University Press 2009.
Schriftenreihe:The Econometric Institute lectures
Schlagworte:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).