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00000cam a2200000 7i4500 |
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0000070215 |
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20110303093000.0 |
| 008 |
110222s2009 nju eng |
| 020 |
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|a 0691116415 (cloth)
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| 020 |
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|a 1400830192 (electronic bk.)
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| 020 |
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|a 6612158212
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| 020 |
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|a 9780691116419 (cloth)
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| 020 |
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|a 9781400830190 (electronic bk.)
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| 020 |
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|a 9786612158216
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| 090 |
0 |
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|a HG106
|b .E54 2009
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| 100 |
1 |
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|a Engle, R. F. [
|q (Robert F.)] ,
|e author
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| 245 |
1 |
0 |
|a Anticipating correlations [
|h electronic resource] :
|b a new paradigm for risk management
|c Robert Engle
|
| 260 |
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|a Princeton, New Jersey :
|b Princeton University Press ,
|c c2009
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| 300 |
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|a 1 online resource (vi, 154 p.) :
|b ill
|
| 440 |
|
0 |
|a Econometric Institute lecture series
|
| 500 |
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|a Description based on print version record
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| 500 |
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|a Series from introd
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| 504 |
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|a Includes bibliographical references (p [141]-149) and index
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| 520 |
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|a 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 relation to other measures of dependence.
|
| 650 |
|
0 |
|a Correlation (Statistics)
|
| 650 |
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0 |
|a Economic forecasting
|x Mathematical models
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| 650 |
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0 |
|a Finance
|x Econometric models
|
| 650 |
|
0 |
|a Risk management
|x Mathematical models
|
| 856 |
4 |
0 |
|3 NetLibrary
|u http://www.netlibrary.com/urlapi.asp?action=summary&v=1&bookid=286717
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| 999 |
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|a 1000136673
|b Electronic Resource
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|