CAViaR : conditional autoregressive value-at-Risk by regression quantiles

Author(s)

Bibliographic Information

CAViaR : conditional autoregressive value-at-Risk by regression quantiles

Robert F. Engle

（Chung-hua series of lectures by invited eminent economists, no. 27）

Institute of Economics, Academia Sinica, 2001

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Note

Includes bibliographical references

Comprises biography of Professor Robert F. Engle and list of his works

"July 2001"

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Details

  • NCID
    BA56320112
  • Country Code
    ch
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Nankang, Taipei
  • Pages/Volumes
    49 p.
  • Size
    26 cm
  • Parent Bibliography ID
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