Anticipating correlations : a new paradigm for risk management
Robert Engle
| Year of publication: |
c 2009
|
|---|---|
| Authors: | Engle, Robert F. |
| Publisher: |
Princeton : Princeton University Press |
| Subject: | Finanzmarkt | Financial market | Korrelation | Correlation | Risikomanagement | Risk management | Ökonometrisches Modell | Econometric model | Wissenschaftliche Methode | Scientific method | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Kreditmarkt | Kursprognose | Dynamisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
Online Resource
| Extent: | vi, 154 Seiten Illustrationen, Diagramme 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 141-149 |
| ISBN: | 978-0-691-11641-9 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003733103