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subject:"Risk measure"
person:"Engle, Robert F."
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Engle, Robert F.
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Value at risk models in finance
Manganelli, Simone
;
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001626397
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2
Value at risk models in finance
Manganelli, Simone
-
2001
Persistent link: https://www.econbiz.de/10013434378
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3
A comparison of value-at-risk models in finance
Manganelli, Simone
;
Engle, Robert F.
- In:
Risk measures for the 21st century
,
(pp. 123-144)
.
2004
Persistent link: https://www.econbiz.de/10002081530
Saved in:
4
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
5
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
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