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Anticipating Correlations eBook

A New Paradigm For Risk Management

by Robert Engle
Book eBook
language: english
Publisher: Princeton University Press, January of 2009 ‧
82,15€
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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.

Anticipating Correlations

A New Paradigm For Risk Management

by Robert Engle

Property Description
ISBN: 9781400830190
Publisher: Princeton University Press
Release Date: January of 2009
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9781400830190