CAViaR : conditional value at risk by quantile regression

Robert F. Engle; Simone Manganelli

Year of publication:	1999
Authors:	Engle, Robert F. ; Manganelli, Simone
Publisher:	Cambridge, Mass.: National Bureau of Economic Research
Subject:	Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| Risiko \| Risk \| Messung \| Measurement \| Regressionsanalyse \| Regression analysis \| Theorie \| Theory \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income \| USA \| United States \| 1986-1999

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