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| Anticipating Correlations: A New Paradigm for Risk Managementdate: 16 октября 2009 / author: izograv / views: 432 / comments: 0 Anticipating Correlations: A New Paradigm for Risk Management by Robert Engle This book offers a comprehensive and thorough discussion of the Dynamic Conditional Correlation class of models. It presents things in an easy-to-read, coherent, and unified framework, and includes new and interesting empirical findings and economic insights. Anticipating Correlations should serve as the authoritative reference for this important class of models.
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