Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Bibliografische gegevens
Hoofdauteur: Engle, Robert F.
Formaat: Boek
Taal:English
Gepubliceerd in: Princeton, N.J. Princeton University Press 2009.
Reeks:The Econometric Institute lectures
Onderwerpen:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).