Caviar : Conditional Value at Risk by Quantile Regression
Year of publication: |
[2021]
|
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Authors: | Manganelli, Simone ; Engle, Robert F. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (54 p) |
---|---|
Series: | NBER Working Paper ; No. w7341 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1999 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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