Anticipating correlations a new paradigm for risk management

Detalhes bibliográficos
Autor principal:	Engle, Robert F.
Formato:	Livro
Idioma:	English
Publicado em:	Princeton, N.J. Princeton University Press 2009.
Colecção:	The Econometric Institute lectures
Assuntos:	Finance > Econometric models. Economic forecasting > Mathematical models. Risk management > Mathematical models. Correlation (Statistics).