An edition of CAViaR (1999)

CAViaR

conditional value at risk by quantile regression

CAViaR
R. F. Engle, R. F. Engle
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Last edited by WorkBot
December 15, 2009 | History
An edition of CAViaR (1999)

CAViaR

conditional value at risk by quantile regression

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Publish Date
Language
English
Pages
51

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Edition Availability
Cover of: CAViaR
CAViaR: conditional value at risk by quantile regression
1999, National Bureau of Economic Research
in English

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Book Details


Edition Notes

"September 1999."

JEL no. C14.

Includes bibliographical references (p. 38-39)

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- no. 7341, Working paper series (National Bureau of Economic Research) -- working paper no. 7341.
Other Titles
Conditional value at risk by quantile regression

Classifications

Library of Congress
HB1 .W654 no. 7341, HG6024.3 .W654 no. 7341

The Physical Object

Pagination
51 p. :
Number of pages
51

ID Numbers

Open Library
OL22394150M

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History

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December 15, 2009 Edited by WorkBot link works
November 12, 2008 Created by ImportBot Imported from Binghamton University MARC record