CAViaR

DOI10.1198/073500104000000370MaRDI QIDQ7376070FDO

Authors Robert F Engle, Simone Manganelli

Publication date 1 October 2004

Published in Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/073500104000000370

Cited in

(1)

• QuantileModels

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