Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Podrobná bibliografie
Hlavní autor: Engle, Robert F.
Médium: Kniha
Jazyk:English
Vydáno: Princeton, N.J. Princeton University Press 2009.
Edice:The Econometric Institute lectures
Témata:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).