CAViar : conditional value at risk by quantile regression

CAViar : conditional value at risk by quantile regression

Bibliografske podrobnosti
Glavni avtor: Engle, Robert F.
Drugi avtorji: Manganelli, Simone
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 1999.
Serija:NBER working paper series no.7341
Teme:
Financial futures > Econometric models.
Rate of returns > Forecasting > Econometric models.
Parameter estimation.
Stock price forecsating > Econometric models.