Anticipating correlations a new paradigm for risk management /
Engle, R. F.
Anticipating correlations a new paradigm for risk management / [electronic resource] : Robert Engle - Princeton : Princeton University Press, c2009 - 1 online resource (vi, 154 p.) : ill. - The Econometric Institute lecture series . - Econometric Institute lectures .
Series from introd Description based on print version record
Includes bibliographical references and index
Mode of access : Internet
9781400830190 (electronic bk.) 1400830192 (electronic bk.) 9786612158216 6612158212 0691116415 (cloth) 9780691116419 (cloth)
Finance--Econometric models
Economic forecasting--Mathematical models
Risk management--Mathematical models
Correlation (Statistics)
Anticipating correlations a new paradigm for risk management / [electronic resource] : Robert Engle - Princeton : Princeton University Press, c2009 - 1 online resource (vi, 154 p.) : ill. - The Econometric Institute lecture series . - Econometric Institute lectures .
Series from introd Description based on print version record
Includes bibliographical references and index
Mode of access : Internet
9781400830190 (electronic bk.) 1400830192 (electronic bk.) 9786612158216 6612158212 0691116415 (cloth) 9780691116419 (cloth)
Finance--Econometric models
Economic forecasting--Mathematical models
Risk management--Mathematical models
Correlation (Statistics)