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Anticipating correlations a new paradigm for risk management /

Main Author: Engle, R. F.
Corporate Author: ebrary, Inc.
Format: Book
Language:English
Published: Princeton : Princeton University Press, 2009.
Series:Econometric Institute lecture series
Subjects:
Finance > Econometric models.
Economic forecasting > Mathematical models.
Risk management > Mathematical models.
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10312447

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