Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Opis bibliograficzny
1. autor: Engle, Robert F.
Format: Książka
Język:English
Wydane: Princeton, N.J. Princeton University Press 2009.
Seria:The Econometric Institute lectures
Hasła przedmiotowe:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).