Last edited by Shakakus
Wednesday, November 25, 2020 | History

2 edition of CAViaR found in the catalog.


R. F. Engle


conditional value at risk by quantile regression

by R. F. Engle

  • 393 Want to read
  • 20 Currently reading

Published by National Bureau of Economic Research in Cambridge, MA .
Written in English

  • Financial futures -- Econometric models.,
  • Rate of return -- Forecasting -- Econometric models.,
  • Parameter estimation.,
  • Stock price forecasting.,
  • Risk management -- Econometric models.

  • Edition Notes

    Other titlesConditional value at risk by quantile regression
    StatementRobert F. Engle, Simone Manganelli.
    SeriesNBER working paper series -- no. 7341, Working paper series (National Bureau of Economic Research) -- working paper no. 7341.
    ContributionsManganelli, Simone., National Bureau of Economic Research.
    LC ClassificationsHB1 .W654 no. 7341, HG6024.3 .W654 no. 7341
    The Physical Object
    Pagination51 p. :
    Number of Pages51
    ID Numbers
    Open LibraryOL22394150M

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CAViaR by R. F. Engle Download PDF EPUB FB2

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