TY  - JOUR
TI  - CAViaR
AU  - Robert F Engle
AU  - Simone Manganelli
JO  - Journal of Business & Economic Statistics
PY  - 2004
VL  - 22
IS  - 4
DO  - 10.1198/073500104000000370
UR  - https://doi.org/10.1198/073500104000000370
ER  -


TY  - JOUR
TI  - Coherent Measures of Risk
AU  - Philippe Artzner
AU  - Freddy Delbaen
AU  - Jean‐Marc Eber
AU  - David Heath
JO  - Mathematical Finance
PY  - 1999
VL  - 9
IS  - 3
DO  - 10.1111/1467-9965.00068
UR  - https://doi.org/10.1111/1467-9965.00068
ER  -