APA (7th ed.) Citation

Engle, R. F., & Manganelli, S. (1999). CAViar: Conditional value at risk by quantile regression. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Engle, Robert F., and Simone Manganelli. CAViar: Conditional Value at Risk by Quantile Regression. Cambridge: National Bureau of Economic Research, 1999.

MLA (9th ed.) Citation

Engle, Robert F., and Simone Manganelli. CAViar: Conditional Value at Risk by Quantile Regression. National Bureau of Economic Research, 1999.