CAViaR : conditional autoregressive value-at-risk by regression quantiles /

CAViaR : conditional autoregressive value-at-risk by regression quantiles /

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Bibliographic Details
Author / Creator:	Engle, R. F. (Robert F.)
Imprint:	Nankang, Taipei, Taiwan, Republic of China : Institute of Economics, Academia Sinica, [2001]
Description:	49 p. : ill., port. ; 26 cm.
Language:	English
Series:	Chung-hua series of lectures by invited eminent economists, 1027-5045 ; no. 27
Subject:	Risk management -- Mathematical models. Rate of return -- Mathematical models. Financial futures -- Mathematical models. Stock price forecasting -- Mathematical models. Financial futures -- Mathematical models. Rate of return -- Mathematical models. Risk management -- Mathematical models. Stock price forecasting -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/6004512

Hidden Bibliographic Details
Notes:	"July 2001." Includes bibliographical references (p. 33-36).

Description
Item Description:	"July 2001."
Physical Description:	49 p. : ill., port. ; 26 cm.
Bibliography:	Includes bibliographical references (p. 33-36).