Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Detaylı Bibliyografya
Yazar: Engle, Robert F.
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Princeton, N.J. Princeton University Press 2009.
Seri Bilgileri:The Econometric Institute lectures
Konular:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).