Engle, Robert F. <br/><br/>
CA ViaR : Conditional Value at Risk by quantile regression 

 - Cambridge, Mass :  National Bureau of Economic Research,  1999 
 - 51 
<br/><br/><label>Subjects--Topical Terms: </label><br/>PARAMETER ESTIMATION<br/>STOCK PRICE FORECASTING<br/>RISK MANAGEMENT--ECONOMETRIC MODELS
<br/><br/><label>LC Class. No.: </label>HD61  / E534C