Anticipating correlations : a new paradigm for risk management

Engle, R. F

Anticipating correlations : a new paradigm for risk management Robert Engle - Princeton, NJ Princeton University Press 2009 - vi, 154 p. : ill. ; 25 cm

Includes bibliographical references (p. [141]-149) and index

9780691116419


Correlation (Statistics)
Economic forecasting - Mathematical models
Finance - Econometrics models
Risk management - Mathematical models

658.155015195 ENG

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