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person:"Vries, Casper G. de"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Ahelegbey, Daniel Felix"
~person:"Engle, Robert F."
~source:"econis"
~subject:"Estimation"
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Vries, Casper G. de
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
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1999
Persistent link: https://www.econbiz.de/10001415135
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