APA (7th ed.) Citation

Engle, R. F., & Manganelli, S. (1999). CAViaR: Conditional value at risk by quantile regression.

Chicago Style (17th ed.) Citation

Engle, Robert F., and Simone Manganelli. CAViaR: Conditional Value at Risk by Quantile Regression. Cambridge, Mass, 1999.

MLA (9th ed.) Citation

Engle, Robert F., and Simone Manganelli. CAViaR: Conditional Value at Risk by Quantile Regression. 1999.

Warning: These citations may not always be 100% accurate.