Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Bibliographic Details
Main Author: Engle, R. F. (Robert F.) (Author)
Format: Book
Language:English
Published: Princeton, New Jersey Princeton University Press c2009
Series:Econometric Institute lecture series
Subjects:
Correlation (Statistics)
Economic forecasting > Mathematical models
Finance > Econometric models
Risk management > Mathematical models
Online Access:NetLibrary
Description
Physical Description:1 online resource (vi, 154 p.) ill
ISBN:0691116415 (cloth)
1400830192 (electronic bk.)
6612158212
9780691116419 (cloth)
9781400830190 (electronic bk.)
9786612158216

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