CAViaR: Conditional Value at Risk by Quantile Regression
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| Description | scientific article published in September 1999 |
| Author/s |
author: Simone Manganelli Robert F. Engle |
| Publication date | September 1999 |
| Language | English |
| Country of origin | |
| Wikipedia link | |
| Access work |
https://www.nber.org/system/files/working_papers/w7341/w7341.pdf |
| Copyright status | |
| Missing/wrong data? | Edit Wikidata item |