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Gustavo


UNAM

Active since 2013

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Professional Interests: Statistics

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CAViaR: Conditional Autoregressive Value at risk by Regression Quantile
Hi, i am trying to compute the Engle & Manganelli´s CAViaR, i downloaded the codes from Manganelli´s web page, however while i´m...

11 years ago | 1 answer | 0

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