Cover Image

Anticipating correlations : a new paradigm for risk management /

Bibliographic Details
Main Author: Engle, R. F. (Robert F.)
Format: Book
Language:English
Published: Princeton : Princeton University Press, [2009]
Series:Econometric Institute lectures.
Subjects:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics)
Description
Item Description:Series from jacket.
Physical Description:vi, 154 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references (pages [141]-149) and index.
ISBN:9780691116419 (hbk.)
0691116415 (hbk.)