How large is liquidity risk in an automated auction market?
Year of publication: |
2005
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Authors: | Giot, Pierre ; Grammig, Joachim |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 867-887
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Subject: | Börse | Bourse | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Marktmikrostruktur | Market microstructure | ARCH-Modell | ARCH model | Schätzung | Estimation | Deutschland | Germany | Risikomaß | Risk measure |
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