Anticipating correlations a new paradigm for risk management

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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

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