CAViaR : Conditional Value at Risk by Quantile Regression
Year of publication: |
September 1999
|
---|---|
Authors: | Engle, Robert F. |
Other Persons: | Manganelli, Simone (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w7341 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w7341 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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