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person:"Hart, Chad E."
subject:"USA"
~person:"Adam, Tim R."
~person:"Manganelli, Simone"
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Hart, Chad E.
Adam, Tim R.
Manganelli, Simone
Schuermann, Til
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Insuring eggs in baskets : should the government insure individual risks?
Hart, Chad E.
;
Hayes, Dermot James
;
Babcock, Bruce A.
-
2006
Persistent link: https://www.econbiz.de/10003334098
Saved in:
12
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
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13
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
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