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CA ViaR : Conditional Value at Risk by quantile regression

By: Engle, Robert F.
Contributor(s): Manganelli, Simone.
Material type: materialTypeLabelBookPublisher: Cambridge, Mass : National Bureau of Economic Research, 1999Description: 51.Call No.: HD61 E534C Subject(s): PARAMETER ESTIMATION | STOCK PRICE FORECASTING | RISK MANAGEMENT -- ECONOMETRIC MODELS
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