Anticipating Correlations - A New Paradigm for Risk Management

Anticipating Correlations - A New Paradigm for Risk Management A New Paradigm for Risk Management ENGLE, R

Introduces an important method for estimating correlations for large systems of assets: Dynamic Conditional Correlation (DCC). This title demonstrates the role of correlations in financial decision making, and addresses the economic underpinnings and theoretical properties of correlations and their relation to other measures of dependence.
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Specificaties

ISBN
9780691116419
Uitgever
Princeton University Press
Druk
1e
Verschenen
01-01-2009
Taal
Engels
Bladzijden
176 pp.
Bindwijze
Hardcover
Genre
Economie

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