Anticipating correlations a new paradigm for risk management

Anticipating correlations a new paradigm for risk management

Bibliographic Details
Main Author: Engle, Robert F.
Format: Book
Language:English
Published: Princeton, N.J. Princeton University Press 2009.
Series:The Econometric Institute lectures
Subjects:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics).