@article{econhot_econhot-reading-56,
  title = {CAViaR},
  author = {Robert F Engle and Simone Manganelli},
  journal = {Journal of Business \& Economic Statistics},
  year = {2004},
  volume = {22},
  number = {4},
  pages = {367-381},
  doi = {10.1198/073500104000000370},
  url = {https://doi.org/10.1198/073500104000000370}
}