Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Engle, Robert F.
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Princeton, N.J. Princeton University Press 2009.
Sraith:The Econometric Institute lectures
Ábhair:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).