Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Anticipating correlations : a new paradigm for risk management / Robert Engle
| Anticipating correlations : a new paradigm for risk management / Robert Engle |
| Autore | ENGLE, Robert F. |
| Pubbl/distr/stampa | Princeton : Princeton University Press, c2009 |
| Descrizione fisica | 154 p. ; 25 cm |
| Disciplina | 332.015195 |
| Collana | The econometric institute lectures |
| Soggetto topico | Operazioni di borsa - Determinazione [dei] Rischi - Impiego [di] Modelli econometrici |
| ISBN | 978-0-691-11641-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990003636250203316 |
ENGLE, Robert F.
|
||
| Princeton : Princeton University Press, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Anticipating correlations [[electronic resource] ] : a new paradigm for risk management / / Robert Engle
| Anticipating correlations [[electronic resource] ] : a new paradigm for risk management / / Robert Engle |
| Autore | Engle R. F (Robert F.) |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, 2009 |
| Descrizione fisica | 1 online resource (165 p.) |
| Disciplina | 332.678 |
| Collana | Econometric Institute lecture series |
| Soggetto topico |
Finance - Econometric models
Economic forecasting - Mathematical models Risk management - Mathematical models Correlation (Statistics) |
| ISBN |
1-282-15821-X
9786612158216 1-4008-3019-2 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Introduction -- 1. Correlation Economics -- 2. Correlations in Theory -- 3. Models for Correlation -- 4. Dynamic Conditional Correlation -- 5. DCC Performance -- 6. The MacGyver Method -- 7. Generalized DCC Models -- 8. FACTOR DCC -- 9. Anticipating Correlations -- 10. Credit Risk and Correlations -- 11. Econometric Analysis of the DCC Model -- 12. Conclusions -- References -- Index |
| Record Nr. | UNINA-9910778220803321 |
|
Engle R. F (Robert F.)
|
||
| Princeton, : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Anticipating correlations [[electronic resource] ] : a new paradigm for risk management / / Robert Engle
| Anticipating correlations [[electronic resource] ] : a new paradigm for risk management / / Robert Engle |
| Autore | Engle R. F (Robert F.) |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, 2009 |
| Descrizione fisica | 1 online resource (165 p.) |
| Disciplina | 332.678 |
| Collana | Econometric Institute lecture series |
| Soggetto topico |
Finance - Econometric models
Economic forecasting - Mathematical models Risk management - Mathematical models Correlation (Statistics) |
| ISBN |
1-282-15821-X
9786612158216 1-4008-3019-2 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Introduction -- 1. Correlation Economics -- 2. Correlations in Theory -- 3. Models for Correlation -- 4. Dynamic Conditional Correlation -- 5. DCC Performance -- 6. The MacGyver Method -- 7. Generalized DCC Models -- 8. FACTOR DCC -- 9. Anticipating Correlations -- 10. Credit Risk and Correlations -- 11. Econometric Analysis of the DCC Model -- 12. Conclusions -- References -- Index |
| Record Nr. | UNINA-9910813422903321 |
|
Engle R. F (Robert F.)
|
||
| Princeton, : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs
| Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs |
| Pubbl/distr/stampa | Washington, D. C., : National Academies Press, c2010 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 339.50973 |
| Altri autori (Persone) |
EngleR. F (Robert F.)
WeidmanScott |
| Soggetto topico |
Financial risk
Financial risk management |
| ISBN |
0-309-15052-3
1-282-55442-5 9786612554421 0-309-14961-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Front matter""; ""Acknowledgments""; ""Contents""; ""1 Introduction and Major Outcomes of the Workshop""; ""2 Major Themes of the Workshop Discussions""; ""3 Observations from the Workshop's Keynote Presentations""; ""Appendix A Letter from Senator Jack Reed to Ralph Cicerone, National Academy of Sciences President""; ""Appendix B Workshop Participants"" |
| Record Nr. | UNINA-9910781186203321 |
| Washington, D. C., : National Academies Press, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs
| Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D. C., : National Academies Press, c2010 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 339.50973 |
| Altri autori (Persone) |
EngleR. F (Robert F.)
WeidmanScott |
| Soggetto topico |
Financial risk
Financial risk management |
| ISBN |
0-309-15052-3
1-282-55442-5 9786612554421 0-309-14961-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Front matter""; ""Acknowledgments""; ""Contents""; ""1 Introduction and Major Outcomes of the Workshop""; ""2 Major Themes of the Workshop Discussions""; ""3 Observations from the Workshop's Keynote Presentations""; ""Appendix A Letter from Senator Jack Reed to Ralph Cicerone, National Academy of Sciences President""; ""Appendix B Workshop Participants"" |
| Record Nr. | UNINA-9910820301103321 |
| Washington, D. C., : National Academies Press, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||