Forecasting Correlation in Financial Assets & Portfolios (Hardback)GA Christodoulakis (author)
Hardback 256 Pages / Published: 06/12/2002
- Out of stock
This book pulls together the mathematical models used in volatility and correlation forecasting. Forecasting volatilities and correlations is one of the most important tasks faced by financial analysts, traders, fund managers etc. The issue of forecasting those parameters is hugely important in Portfolio Theory and Risk Management. This book presents a rigorous, yet accessible, coverage of the mathematical models used in the detection, modelling, estimation and out-of-sample forecasting of correlation.
Publisher: John Wiley and Sons Ltd
Number of pages: 256
Dimensions: 244 x 168 mm
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