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Anticipating Correlations
- A New Paradigm for Risk Management
Engelsk Hardback
Anticipating Correlations
- A New Paradigm for Risk Management
Engelsk Hardback

767 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
176
ISBN-13:
9780691116419
Indbinding:
Hardback
Udgave:
ISBN-10:
0691116415
Udg. Dato:
8 feb 2009
Længde:
18mm
Bredde:
162mm
Højde:
242mm
Forlag:
Princeton University Press
Oplagsdato:
8 feb 2009
Forfatter(e):
Kategori sammenhænge