| Description |
1 online resource (vi, 154 pages) : illustrations. |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
The Econometric Institute lecture series
|
|
Econometric Institute lectures.
|
| Note |
Series from introd. |
| Bibliography |
Includes bibliographical references (pages 141-149) and index. |
| Summary |
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 the challenge of forecasting dynamic correlations, which are essential inputs to risk measurement, portfolio allocation, derivative pricing, and many other critical financial activities. In Anticipating Correlations, Nobel Prize-winning economist Robert Engle introduces an important new method for es. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Finance -- Econometric models.
|
|
Finance -- Econometric models. |
|
Economic forecasting -- Mathematical models.
|
|
Economic forecasting -- Mathematical models. |
|
Risk management -- Mathematical models.
|
|
Risk management -- Mathematical models. |
|
Correlation (Statistics)
|
|
Correlation (Statistics) |
| Genre/Form |
Electronic books.
|
|
Electronic books.
|
| Other Form: |
Print version: Engle, R.F. (Robert F.). Anticipating correlations. Princeton : Princeton University Press, ©2009 9780691116419 0691116415 (OCoLC)269434476 |
| ISBN |
9781400830190 (electronic book) |
|
1400830192 (electronic book) |
|
0691116415 |
|
9780691116419 |
|
