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person:"Manganelli, Simone"
type_genre:"Arbeitspapier"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bannier, Christina E."
~person:"Peydró, José-Luis"
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
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1999
Persistent link: https://www.econbiz.de/10001415135
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