Econometric Analysis of Financial and Economic Time Series Part A, Volume 20 (Advances in Econometrics)
Contributors: Thomas Fomby (Series Editor); R. Carter Hill (Series Editor)
Publisher: JAI Press
Published: March 29, 2006
Language: eng
Format: Hardcover
Number of pages: 406
ISBN-13: 9780762312740
Subjects: Econometrics; Business/Economics; Business & Economics; Business / Economics / Finance; Economics - General; Business & Economics / Econometrics
First sentence: The knowledge of the time-varying behavior of correlations and covariances between asset returns is an essential part in asset pricing, portfolio selection and risk management.