An edition of CAViaR (1999)

CAViaR

conditional value at risk by quantile regression

CAViaR
R. F. Engle, R. F. Engle
Not in Library

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today


Buy this book

Last edited by WorkBot
January 18, 2010 | History
An edition of CAViaR (1999)

CAViaR

conditional value at risk by quantile regression

This edition doesn't have a description yet. Can you add one?

Publish Date
Language
English
Pages
51

Buy this book

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

Add another edition?

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

Community Reviews (0)

Feedback?
No community reviews have been submitted for this work.

History

Download catalog record: RDF / JSON
January 18, 2010 Edited by WorkBot add subjects and covers
December 11, 2009 Created by WorkBot add works page