Anticipating Correlations: A New Paradigm for Risk Management (The Econometric and Tinbergen Institutes Lectures)
| Author | : | |
| Rating | : | 4.72 (997 Votes) |
| Asin | : | 0691116415 |
| Format Type | : | paperback |
| Number of Pages | : | 176 Pages |
| Publish Date | : | 2016-06-10 |
| Language | : | English |
DESCRIPTION:
"No doubt much more literature will develop in this area. Professor Engle has done a service by laying out how his mind is moving and thinking at the current time."--Peter Tompkins, The Actuary
"Indian Modernity Is Inseparable From Science's Authority" according to Etienne RP. Every nation born out of decolonization shares a certain faith in the emancipatory powers of science. Perhaps this blind reverence to the lights of reason was a sign of the times when they gained their independence, hoping to find a third way between capitalism's drive for modernization and socialism's social engineering. Or perhaps the positiv. all 4 customer reviews seem to refer to another book L. donsor all 4 customer reviews seem to refer to another book they refer to a book on india but i see the book listed as robert engel "anticipating correlations" amazon glitch??. "Not Science but more" according to A Customer. This not about science as such, but about the idea of science. This is one of best recent academic books that I have read on modern India. Using science as a window into the culture of modern India, or Indian modernity, Prakash provides a captivating account of how areas ranging from museums to religion to politics were refashioned. The book is
He was awarded the 2003 Nobel Prize in economics. His books include Cointegration, Causality, and Forecasting. . Robert Engle is the Michael Armellino Professor in the Management of Financial Services at New York University's Leonard N. Stern School of Business
He compares DCC with other correlation estimators such as historical correlation, exponential smoothing, and multivariate GARCH, and he presents a range of important applications of DCC. Based on the Econometric and Tinbergen Institutes Lectures, Anticipating Correlations puts powerful new forecasting tools into the hands of researchers, financial analysts, risk managers, derivative quants, and graduate students.. Engle presents the asymmetric model and illustrates it using a multicountry equity and bond return model. He introduces the new FACTOR DCC model