UNIVERSITY PRESSES OF CALIFORNIA, COLUMBIA AND PRINCETON
|SERIES:||ECONOMETRIC INSTITUTE LECTURES|
|SIZE:||229 x 152|
|TYPE:||Professional and Vocational|
Product Description for ANTICIPATING CORRELATIONS
Introduces an important method for estimating correlations for large systems of assets: Dynamic Conditional Correlation (DCC). This book demonstrates the role of correlations in financial decision making. It addresses the economic underpinnings and theoretical properties of correlations and their relation to other measures of dependence.
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