Engle, R. F.

Anticipating correlations a new paradigm for risk management / [electronic resource] : Robert Engle. - Princeton : Princeton University Press, 2009. - vi, 154 p. : ill. - Econometric Institute lecture series . - Econometric Institute lectures. .

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


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Finance--Econometric models.
Economic forecasting--Mathematical models.
Risk management--Mathematical models.
Correlation (Statistics)


Electronic books.

HG106 / .E54 2009eb