Intraday liquidity modelling using statistical methods
Mária Vojtková, Patrik Mihalech
| Year of publication: |
2023
|
|---|---|
| Authors: | Vojtková, Mária ; Mihalech, Patrik |
| Published in: |
Argumenta oeconomica. - [Wrocław] : [Wrocław University of Economics], ZDB-ID 2892843-X. - Vol. 50.2023, 1, p. 151-178
|
| Subject: | bootstrap simulation | intraday liquidity | liquidity risk in bank | stress testing | Bankenliquidität | Bank liquidity | Theorie | Theory | Liquidität | Liquidity | Simulation | Marktliquidität | Market liquidity | Bankrisiko | Bank risk | Risikomanagement | Risk management | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.15611/aoe.2023.1.08 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279379