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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Basu, Susanto"
~person:"Engle, Robert F."
~person:"Hamermesh, Daniel S."
~type:"article"
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Basu, Susanto
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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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