Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Bibliografske podrobnosti
Glavni avtor: Engle, Robert F.
Format: Knjiga
Jezik:English
Izdano: Princeton, N.J. Princeton University Press 2009.
Serija:The Econometric Institute lectures
Teme:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).