TY  - BOOK
AU  - Engle,Robert F.
AU  - Manganelli,Simone
TI  - CA ViaR : Conditional Value at Risk by quantile regression
AV  - HD61 E534C
PY  - 1999///
CY  - Cambridge, Mass
PB  - National Bureau of Economic Research
KW  - PARAMETER ESTIMATION
KW  - STOCK PRICE FORECASTING
KW  - RISK MANAGEMENT
KW  - ECONOMETRIC MODELS
ER  -