Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Bibliografiske detaljer
Hovedforfatter: Engle, Robert F.
Format: Bog
Sprog:English
Udgivet: Princeton, N.J. Princeton University Press 2009.
Serier:The Econometric Institute lectures
Fag:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).