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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Detalles Bibliográficos
Autor principal: Engle, R. F. (Robert F.)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2009.
Colección:Book collections on Project MUSE.
Temas:
Correlatieanalyse.
Risicobeheersing.
Risikomanagement
Kreditmarkt
Korrelation
Risk management > Mathematical models.
Finance > Econometric models.
Economic forecasting > Mathematical models.
Correlation (Statistics)
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Personal Finance > Investing.
correlation.
Correlation (Statistique)
Gestion du risque > Modeles mathematiques.
Prevision economique > Modeles mathematiques.
Finances > Modeles econometriques.
Electronic books.
Acceso en línea:Texto completo

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