author = { Engle, Robert F. },

title = { Anticipating correlations a new paradigm for risk management },

publisher = {Princeton University Press},

isbn = {9780691116419},

keywords = { Finanzmarkt , Korrelation , Risikomanagement , Ökonometrisches Modell , Wissenschaftliche Methode , ARCH-Modell , Monte-Carlo-Simulation , Finance Econometric models , Risk management Mathematical models , Economic forecasting Mathematical models , Correlation (Statistics) , Kreditmarkt , Kursprognose , Dynamisches Modell },

year = {c 2009},

abstract = {Literaturverzeichnis: Seite 141-149},

booktitle = {The econometrics institute lectures},

address = { Princeton , Oxford },