CAViaR: conditional value at risk by quantile regression
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
1999
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7341 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w7341.pdf |
| Umfang: | 51 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a CAViaR |b conditional value at risk by quantile regression |c Robert F. Engle ; Simone Manganelli |
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7341 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Financial futures |x Econometric models | |
| 650 | 4 | |a Parameter estimation | |
| 650 | 4 | |a Rate of return |x Forecasting |x Econometric models | |
| 650 | 4 | |a Risk management |x Econometric models | |
| 650 | 4 | |a Stock price forecasting |x Econometric models | |
| 700 | 1 | |a Manganelli, Simone |e Verfasser |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7341 |w (DE-604)BV002801238 |9 7341 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w7341.pdf |z kostenfrei |3 Volltext |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-008968412 | |
Datensatz im Suchindex
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| id | DE-604.BV013163194 |
| illustrated | Illustrated |
| indexdate | 2025-02-18T11:01:31Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008968412 |
| oclc_num | 42713089 |
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| physical | 51 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut CAViaR conditional value at risk by quantile regression Robert F. Engle ; Simone Manganelli Cambridge, Mass. 1999 51 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7341 Ökonometrisches Modell Financial futures Econometric models Parameter estimation Rate of return Forecasting Econometric models Risk management Econometric models Stock price forecasting Econometric models Manganelli, Simone Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7341 (DE-604)BV002801238 7341 http://papers.nber.org/papers/w7341.pdf kostenfrei Volltext |
| spellingShingle | Engle, Robert F. 1942- Manganelli, Simone CAViaR conditional value at risk by quantile regression National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Financial futures Econometric models Parameter estimation Rate of return Forecasting Econometric models Risk management Econometric models Stock price forecasting Econometric models |
| title | CAViaR conditional value at risk by quantile regression |
| title_auth | CAViaR conditional value at risk by quantile regression |
| title_exact_search | CAViaR conditional value at risk by quantile regression |
| title_full | CAViaR conditional value at risk by quantile regression Robert F. Engle ; Simone Manganelli |
| title_fullStr | CAViaR conditional value at risk by quantile regression Robert F. Engle ; Simone Manganelli |
| title_full_unstemmed | CAViaR conditional value at risk by quantile regression Robert F. Engle ; Simone Manganelli |
| title_short | CAViaR |
| title_sort | caviar conditional value at risk by quantile regression |
| title_sub | conditional value at risk by quantile regression |
| topic | Ökonometrisches Modell Financial futures Econometric models Parameter estimation Rate of return Forecasting Econometric models Risk management Econometric models Stock price forecasting Econometric models |
| topic_facet | Ökonometrisches Modell Financial futures Econometric models Parameter estimation Rate of return Forecasting Econometric models Risk management Econometric models Stock price forecasting Econometric models |
| url | http://papers.nber.org/papers/w7341.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf caviarconditionalvalueatriskbyquantileregression AT manganellisimone caviarconditionalvalueatriskbyquantileregression |