The Locator -- [(subject = "Financial futures")]

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Author:
Engle, R. F. (Robert F.)
Title:
CAViaR : conditional value at risk by quantile regression / Robert F. Engle, Simone Manganelli.
Publisher:
National Bureau of Economic Research,
Copyright Date:
c1999
Description:
51 p. : ill. ; 22 cm.
Subject:
Financial futures--Econometric models.
Rate of return--Econometric models.--Econometric models.
Parameter estimation.
Stock price forecasting--Econometric models.
Risk management--Econometric models.
Other Authors:
Manganelli, Simone.
National Bureau of Economic Research.
Notes:
"September 1999." "JEL no. C14." Includes bibliographical references (p.38-39).
Series:
NBER working paper series ; working paper 7341
OCLC:
(OCoLC)42713089
Locations:
UNUX074 -- University of Northern Iowa - Rod Library (Cedar Falls)

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