CAViaR : conditional autoregressive value-at-risk by regression quantiles /
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| Author / Creator: | Engle, R. F. (Robert F.) |
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| 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 |
Regenstein, Bookstacks
| Call Number: |
HD61.E545 2001
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| c.1 | Available Loan period: standard loan Scan and Deliver Request for Pickup Need help? - Ask a Librarian |