Anticipating correlations : a new paradigm for risk management /

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Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with t...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Engle, R. F. (Robert F.)
Format: Électronique eBook
Langue:Inglés
Publié: Princeton : Princeton University Press, ©2009.
Collection:Econometric Institute lectures.
Sujets:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics)
Finances > Modèles économétriques.
Prévision économique > Modèles mathématiques.
Gestion du risque > Modèles mathématiques.
Corrélation (Statistique)
correlation.
BUSINESS & ECONOMICS > Personal Finance > Investing.
BUSINESS & ECONOMICS > Econometrics.
Economic forecasting > Mathematical models
Finance > Econometric models
Risk management > Mathematical models
Korrelation
Kreditmarkt
Risikomanagement
Risicobeheersing.
Correlatieanalyse.
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