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Anticipating Correlations
A New Paradigm For Risk Management
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eBook
language: english
Publisher:
Princeton University Press, February of 2009 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780691116419 |
| Publisher: | Princeton University Press |
| Release Date: | February of 2009 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 176 |
| Format: | Book |
| Collection: | The Econometric And Tinbergen Institutes Lectures |
| Categories: |
Books in English
>
Management
>
Management and Organization
Books in English > Social Sciences and Humanities > Communication and Journalism |
| EAN: | 9780691116419 |
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