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  -