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CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles

✍ Scribed by Robert F. Engle and Simone Manganelli

Book ID: 115491699
Publisher: American Statistical Association
Year: 2004
Tongue: English
Weight: 521 KB
Volume: 22
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1392044

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