Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Détails bibliographiques
Auteur principal: Engle, Robert F.
Format: Livre
Langue:English
Publié: Princeton, N.J. Princeton University Press 2009.
Collection:The Econometric Institute lectures
Sujets:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).