Robert Engle – författare
Visar alla böcker från författaren Robert Engle. Handla med fri frakt och snabb leverans.
5 produkter
Handbook of Econometrics
Inbunden, 1994
1289 kr
Lägg i varukorg
This is the fourth volume of the Handbook of Econometrics. The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent …
Anticipating Correlations
A New Paradigm for Risk Management
Av Robert Engle
Inbunden, 2009
703 kr
Lägg i varukorg
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 …
Anticipating Correlations
A New Paradigm for Risk Management
Av Robert Engle
E-bok, 2009
934 kr
Lägg i varukorg
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 …
