Anticipating correlations [ a new paradigm for risk management
Introduces an important method for estimating correlations for large systems of assets: Dynamic Conditional Correlation (DCC). This title demonstrates the role of correlations in financial decision making, and addresses the economic underpinnings and theoretical properties of correlations and their...
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Princeton, New Jersey :
Princeton University Press ,
c2009
|
| Series: | Econometric Institute lecture series
|
| Subjects: | |
| Online Access: | NetLibrary |
Internet
NetLibraryBadak Internet Collection
| Call Number: |
HG106 E54 2009 |
|---|
| Accession | Item Category | Format | Status | Notes |
|---|
| 1000136673 | OPEN SHELF (30 DAYS) | Electronic Resource | Available |