APA
Engle R. F., Manganelli Simone & National Bureau Of Economic Research. (1999). CA ViaR: conditional value at risk by quantile regression. Cambridge, MA: NBER.
Chicago
Engle Robert F, Manganelli Simone and National Bureau Of Economic Research. 1999. CA ViaR: conditional value at risk by quantile regression. Cambridge, MA: NBER.
Harvard
Engle R. F., Manganelli Simone and National Bureau Of Economic Research. (1999). CA ViaR: conditional value at risk by quantile regression. Cambridge, MA: NBER.
MLA
Engle Robert F, Manganelli Simone and National Bureau Of Economic Research. CA ViaR: conditional value at risk by quantile regression. Cambridge, MA: NBER. 1999.
TextSeries: NBER working paperPublication details: Cambridge, MA NBER 1999Description: 51pISBN: 
Working Papers (Print)
