Engle, R. F., & Manganelli, S. (1999). CAViar: Conditional value at risk by quantile regression. National Bureau of Economic Research.
Cita Chicago (17th ed.)Engle, Robert F., i Simone Manganelli. CAViar: Conditional Value at Risk by Quantile Regression. Cambridge: National Bureau of Economic Research, 1999.
Cita MLA (9th ed.)Engle, Robert F., i Simone Manganelli. CAViar: Conditional Value at Risk by Quantile Regression. National Bureau of Economic Research, 1999.
Atenció: Aquestes cites poden no estar 100% correctes.