Your search returned 3 results.

1. Books
CA ViaR : Conditional Value at Risk by quantile regression

by Engle, Robert F | Manganelli, Simone.

Material type: book Book; Format: print ; Literary form: Not fiction Publisher: Cambridge, Mass : National Bureau of Economic Research, 1999Accession number(s): 150220000027.Availability: No items available

2. Books
Modeling the impacts of market activity on bid-ask spreads in the option market

by Cho, Young-Hye | Engle, Robert F.

Material type: book Book; Format: print ; Literary form: Not fiction Publisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Accession number(s): 81219990026.Availability: No items available

3. Books
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks

by Cho, Young-Hye | Engle, Robert F.

Material type: book Book; Format: print ; Literary form: Not fiction Publisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Accession number(s): 150220000005.Availability: No items available


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