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The Resource Anticipating correlations : a new paradigm for risk management, Robert Engle

Anticipating correlations : a new paradigm for risk management, Robert Engle

Label
Anticipating correlations : a new paradigm for risk management
Title
Anticipating correlations
Title remainder
a new paradigm for risk management
Statement of responsibility
Robert Engle
Creator
Subject
Language
eng
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
Member of
Cataloging source
N$T
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
The Econometric Institute lecture series
Anticipating correlations : a new paradigm for risk management, Robert Engle
Label
Anticipating correlations : a new paradigm for risk management, Robert Engle
Link
http://www.jstor.org/stable/10.2307/j.ctt7sb6w
Publication
Note
Series from introd
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Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 141-149) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
http://library.link/vocab/cover_art
https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9781400830190&userID=ebsco-test&password=ebsco-test
Dimensions
unknown
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b4323107'}
Extent
1 online resource (vi, 154 pages)
File format
unknown
Form of item
online
Isbn
9781400830190
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote

Library Locations

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      110 8th St, Troy, NY, 12180, US
      42.729766 -73.682577
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