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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.
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Feedback?January 18, 2010 | Edited by WorkBot | add subjects and covers |
December 11, 2009 | Created by WorkBot | add works page |