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Anticipating Correlations

- A New Paradigm for Risk Management
Af: Robert Engle Engelsk Hardback

Anticipating Correlations

- A New Paradigm for Risk Management
Af: Robert Engle Engelsk Hardback
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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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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.
Produktdetaljer
Sprog: Engelsk
Sider: 176
ISBN-13: 9780691116419
Indbinding: Hardback
Udgave:
ISBN-10: 0691116415
Udg. Dato: 8 feb 2009
Længde: 18mm
Bredde: 162mm
Højde: 242mm
Forlag: Princeton University Press
Oplagsdato: 8 feb 2009
Forfatter(e): Robert Engle
Forfatter(e) Robert Engle


Kategori Budgettering og økonomistyring


ISBN-13 9780691116419


Sprog Engelsk


Indbinding Hardback


Sider 176


Udgave


Længde 18mm


Bredde 162mm


Højde 242mm


Udg. Dato 8 feb 2009


Oplagsdato 8 feb 2009


Forlag Princeton University Press

Kategori sammenhænge