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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Engle, R. F. (Robert F.)
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, ©2009.
Series:Econometric Institute lectures.
Subjects:
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.
Korrelation
Kreditmarkt
Risikomanagement
Risicobeheersing.
Correlatieanalyse.
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