Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

書誌詳細
第一著者: Engle, Robert F.
フォーマット: 図書
言語:English
出版事項: Princeton, N.J. Princeton University Press 2009.
シリーズ:The Econometric Institute lectures
主題:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).