CCAViaRCAViaRde R. F. EngleMateriasEconometric modelsRisk managementStock price forecastingFinancial futuresParameter estimationRate of returnForecastingEdiciones (1)CAViaR (1999)National Bureau of Economic Research · inglésMás obras de R. F. EngleAAutoregressive conditional heteroscedasticity with estimatesAutoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectationsTThe econometrics of ultra-high frequency dataThe econometrics of ultra-high frequency dataEEstimating sectorial cycles using cointegration and common f
AAutoregressive conditional heteroscedasticity with estimatesAutoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations