TY -
BOOK
AU - Engle, Robert F.
TI -
Anticipating correlations
a new paradigm for risk management
PB - Princeton University Press
SN - 9780691116419
KW - Finanzmarkt
KW - Korrelation
KW - Risikomanagement
KW - Ökonometrisches Modell
KW - Wissenschaftliche Methode
KW - ARCH-Modell
KW - Monte-Carlo-Simulation
KW - Finance Econometric models
KW - Risk management Mathematical models
KW - Economic forecasting Mathematical models
KW - Correlation (Statistics)
KW - Kreditmarkt
KW - Kursprognose
KW - Dynamisches Modell
PY - c 2009
N2 - Literaturverzeichnis: Seite 141-149
BT - The econometrics institute lectures
CY - Princeton
CY - Oxford
ER -