Anticipating correlations : a new paradigm for risk management / Robert Engle. (The Econometric Institute lecture series)

Anticipating correlations : a new paradigm for risk management / Robert Engle.

(The Econometric Institute lecture series)

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Material Type: 図書
ISBN: 9780691116419 (hbk.)
0691116415 (hbk.)
Title: Anticipating correlations : a new paradigm for risk management / Robert Engle.
Series Title: The Econometric Institute lecture series
Title Heading: Econometric Institute lectures.
Author Heading: Engle, R. F. (Robert F.)
Publication, Distribution, etc.: Princeton : Princeton University Press
Publication Date: c2009.
Publication Date (W3CDTF): 2009
Extent: vi, 154 p. : ill. ; 25 cm.
Place of Publication (Country Code): US
Text Language Code: eng
Subject Heading: Finance -- Econometric models.
Economic forecasting -- Mathematical models.
Risk management -- Mathematical models.
Correlation (Statistics)
Risicobeheersing.
Correlatieanalyse.
LCC: HG106
DDC: 332.678
NDLC: DF111
Note (General): Series from introd.
Note (Bibliography): Includes bibliographical references (p. [141]-149) and index.
Holding library: 国立国会図書館
Call No.: DF111-B37
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000010050909
http://id.ndl.go.jp/bib/000010050909
OCLC No.: 269434476
https://www.worldcat.org/oclc/269434476
Cataloging Rule: Anglo-American Cataloging Rules
Bibliographic Record Category (NDL): 211