Anticipating correlations [electronic resource] : a new paradigm for risk management / Robert Engle.
By: Engle, R. F. (Robert F.).
Contributor(s): ebrary, Inc.
Material type: BookSeries: Econometric Institute lectures: Publisher: Princeton : Princeton University Press, 2009Description: vi, 154 p. : ill.Subject(s): Finance -- Econometric models | Economic forecasting -- Mathematical models | Risk management -- Mathematical models | Correlation (Statistics)Genre/Form: Electronic books.Online resources: An electronic book accessible through the World Wide Web; click to viewItem type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
---|---|---|---|---|---|---|---|---|
E-book | IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10312447 | 1 | Available |
Total holds: 0
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.
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