Anticipating correlations : a new paradigm for risk management

Author(s)

• Engle, R. F. (Robert F.)

Bibliographic Information

Anticipating correlations : a new paradigm for risk management

Robert Engle

Princeton University Press, c2009

• : hbk

Note

"The Econometric Institute lectures"--Jacket

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

Details

• NCID: BA88877983
• ISBN:
  • 9780691116419
• LCCN: 2008939934
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton, N.J. ; Oxford
• Pages/Volumes: vi, 154 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.678
• Subject Headings:
  • LCSH : Stock price forecasting
  • LCSH : Risk management -- Mathematical models
  • LCSH : Correlation (Statistics)