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Anticipating Correlations
- A New Paradigm for Risk Management
Engelsk
Bogcover for Anticipating Correlations af Robert Engle, 9780691116419
Specifikationer
Sprog:
Engelsk
Sider:
176
ISBN-13:
9780691116419
Indbinding:
Hardback
ISBN-10:
0691116415
Udg. Dato:
8 feb 2009
Størrelse i cm:
24,2 x 16,2 x 1,8
Oplagsdato:
8 feb 2009
Forfatter(e):

Anticipating Correlations

- A New Paradigm for Risk Management
Engelsk
Hardback 2009
Format:

Bog beskrivelse
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.
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722,41 kr
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Specifikationer
Sprog:
Engelsk
Sider:
176
ISBN-13:
9780691116419
Indbinding:
Hardback
ISBN-10:
0691116415
Udg. Dato:
8 feb 2009
Størrelse i cm:
24,2 x 16,2 x 1,8
Oplagsdato:
8 feb 2009
Forfatter(e):
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