Anticipating correlations : a new paradigm for risk management / / Robert Engle.
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| Superior document: | Econometric Institute lecture series |
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| Year of Publication: | 2009 |
| Language: | English |
| Series: | Econometric Institute lectures.
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| Online Access: | |
| Physical Description: | vi, 154 p. :; ill. |
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| Bibliography: | Includes bibliographical references (p. [141]-149) and index. |
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| ISBN: | 9780691116419 (alk. paper) 9781400830190 |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Robert Engle. |