EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"Econometric Institute lecture series"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH model 1 ARCH-Modell 1 Correlation 1 Dynamisches Modell 1 Econometric model 1 Financial market 1 Finanzmarkt 1 Korrelation 1 Kreditmarkt 1 Kursprognose 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Risikomanagement 1 Risk management 1 Scientific method 1 Wissenschaftliche Methode 1 Ökonometrisches Modell 1
more ... less ...
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Engle, Robert F. 1
Published in...
All
Econometric Institute lecture series 1 The Econometric and Tinbergen Institutes Lectures 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Anticipating Correlations : A New Paradigm for Risk Management
Engle, Robert F. - 2009
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...
Persistent link: https://www.econbiz.de/10012688110
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...