Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

书目详细资料
主要作者: Engle, Robert F.
格式: 图书
语言:English
出版: Princeton, N.J. Princeton University Press 2009.
丛编:The Econometric Institute lectures
主题:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).