ENGLE, ROBERT F.

Anticipating correlations. A new paradigm for risk management

Princeton University Press, 2009. Linnen band. Pp: 154. Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the challenge of forecasting dynamic correlations, which are essential inputs to risk measurement, portfolio allocation, derivative pricing, and many other critical financial activities. In Anticipating Correlations, Nobel Prize-winning economist Robert Engle introduces an important new method for estimating correlations for large systems of assets: Dynamic Conditional Correlation (DCC). Engle demonstrates the role of correlations in financial decision making, and addresses the economic underpinnings and theoretical properties of correlations and their relation to other measures of dependence. 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. Engle presents the asymmetric model and illustrates it using a multicountry equity and bond return model. He introduces the new FACTOR DCC model that blends factor models with the DCC to produce a model with the best features of both, and illustrates it using an array of U.S. large-cap equities. Engle shows how overinvestment in collateralized debt obligations, or CDOs, lies at the heart of the subprime mortgage crisis-and how the correlation models in this book could have foreseen the risks. A technical chapter of econometric results also is included. Based on the Econometric Institute Lectures at Erasmus University Rotterdam, Anticipating Correlations puts powerful new forecasting tools into the hands of researchers, financial analysts, risk managers, derivative quants, and graduate students. ISBN: 9780691116419. Cond./Kwaliteit: Als nieuw.

-- Boekhandel De Slegte b.v.

Book number: U217881

Catalogue: Economie

Keywords: 9780691116419

ENGLE, ROBERT F.; WHITE, HALBERT (EDS.)

Cointegration, Causality, and Forecasting : A Festschrift in Honour of Clive W. J. Granger

Oxford, United Kingdom, Oxford University Press. 1999, First Edition, First Printing. (ISBN: 0198296835). hardcover. Clean Copy, Dust jacket, black hardcover with gilt lettering on spine and contents in very good clean condition, showing no signs of wear. Frontispiece portret of Clive W. J. Granger. Profusely illustrated by diagrams and tables. T. Very Good/Very Good.

-- PsychoBabel Books

Book number: 235906

Catalogue: Science - Chemistry, Biochemistry and Physics

Keywords: Causality (Physics) Prediction Theory Physics_addresses, 0198296835

FROST, ROBERT (INTRODUCTORY ESSAYS BY W.H. AUDEN, C. DAY LEWIS, PAUL ENGLE AND EDWIN MUIR)

SELECTED POEMS Chosen by the Author.

London, Cape, 1936. 221pp 8vo blue cloth. Small neat name on endpaper, light spotting to edges and endpapers (slightly heavier on front paste-down) - a very good crisp copy in very good d/w which is sl creased along top edge with very short tears at corners, half inch tear in bottom edge, sl frayed & chipped at head of spine panel.

-- E.S.A.W. Books

Book number: nq7733

Catalogue: Modern first editions

Keywords: NQ77

GALLAGHER, GARY W; ENGLE, STEPHEN D; KRICK, ROBERT K; AND GLATTHAAR, JOSEPH T

The American Civil War: This Mighty Scourge of War

Botley, Osprey Publishing. 2003. (ISBN: 1841767360) Soft Cover, 4to. HEAVY. Foreword by James M McPherson. 328 pages, illustrated throughout in colour and b/w, maps, further reading, index. Pictorial card cover. This book explores the political, historical, strategic and cultural significance of the American Civil War, examining its impact on the civilians and military personnel caught up in it. In the series Essential Histories: Special 1. Near Fine.

-- Lawrence Jones Books

Book number: 023647

Catalogue: Militaria

Keywords: American CIVIL War History Essential Histories Special 1 Military History Fort Sumter North Carolina Apopomattox Court House Americana & Canadiana 1841767360

GALLAGHER, GARY W.; ENGLE, STEPHEN D.; KRICK, ROBERT K.; GLATTHAAR, JOSEPH T. FOREWORD BY JAMES M. MCPHERSON.

The American Civil War: This Mighty Scourge of War.

Osprey, Oxford, 2003.. 328 pp, large 8vo (9 3/4" H), soft cover. ISBN 1841767360 Profusely illustrated in color and b&w with photographs, reproductions, maps/battle plans. Combines four previously published Osprey Essential Histories of the American Civil War: The War in the East 1861-May 1863; The War in the West 1861-July 1863; The War in the East 1863-1865; The War in the West 1863-1865. "Undoubtedly the most cataclysmic military struggle of the late nineteenth century, the American Civil War spanned f o u r b l oody years of fighting, in which over 620,000 American soldiers and sailors lost their lives. From its outbreak at Fort Sumter, North Carolina in April 1861 until its conclusion at the Appomattox Court House, more than 10,000 battles, en ga ge me n ts a nd skirmishes were recorded across the length and breadth of America. This book explores the political, historical, strategic and cultural significance of the American Civil War, examining its impact on the civilians and military p ers onn el ca ugh t u p in it." Interior - small ink circle at top of the half-title page, otherwise clean and tight with no other ownership marks. Exterior - very minor edge wear, small soft wrinkle at top fore-edge of rear cover - migrates into las t pa ge. V ery Good +.

-- Capricorn Books

Book number: 20151

Catalogue: Military - Civil War

Keywords: American, Union, Confederate, Confederacy, Secession, Manassas, Chancellorsville, Robert Augustus Moore, Virginia, Elizabeth Herndon Maury, John Beatty, Kate Stone, Mchenry Howard, Ella Washington, Appomattox, Liverpool, Black Soldiers, Emma Lecoant

GALLAGHER, GARY W. & ENGLE, STEPHEN DOUGLAS & KRICK, ROBERT K.

The American Civil War. This mighty scourge of war

Osprey Pub Co, 2003. Paperback. Pp: 328. Undoubtedly the most cataclysmic military struggle of the late nineteenth century, the American Civil War spanned four bloody years of fighting in which over 620,000 American soldiers and sailors lost their lives. From its outbreak at Fort Sumter, South Carolina in April 1861 until its conclusion at the Appotomax Court House, more than 10,000 battles, engagements and skirmishes were recorded across the length and breadth of America. This book explores the political, historical and cultural significance of the American Civil War, examining its impact on the civilians and military personnel caught up in it. ISBN: 9781841767369. Cond./Kwaliteit: Goed.

-- Boekhandel De Slegte b.v.

Book number: U1177196

Catalogue: Geschiedenis

Keywords: 9781841767369