Корично изображение Електронна книга

Anticipating correlations : a new paradigm for risk management /

Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with t...

Пълно описание

Основен автор: Engle, R. F.
Формат: Електронна книга
Език: English
Публикувано: Princeton : Princeton University Press, ℗♭2009.
Серия: Econometric Institute lectures.
Предмети:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Correlation (Statistics)
Finance > Econometrics models.
BUSINESS & ECONOMICS > Personal Finance > Investing.
BUSINESS & ECONOMICS > Econometrics.
Electronic books.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=286717
Подобни документи: Print version:: Anticipating correlations.
Онлайн достъп от Библиотека ”Паница” на Американския университет в България:

http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=286717
Провери в Paniza Library, AUBG Сигнатура: HG106 .E54 2009eb

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