CAViar : conditional value at risk by quantile regression

CAViar : conditional value at risk by quantile regression

Xehetasun bibliografikoak
Egile nagusia: Engle, Robert F.
Beste egile batzuk: Manganelli, Simone
Formatua: Liburua
Hizkuntza:English
Argitaratua: Cambridge National Bureau of Economic Research 1999.
Saila:NBER working paper series no.7341
Gaiak:
Financial futures > Econometric models.
Rate of returns > Forecasting > Econometric models.
Parameter estimation.
Stock price forecsating > Econometric models.