Liquidity and the Value at Risk
Year of publication: |
2014
|
---|---|
Authors: | Großmaß, Lidan |
Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 234.2014, 5, p. 572-602
|
Subject: | Value at risk | liquidity risk | high frequency data | Risikomaß | Risk measure | Liquidität | Liquidity | Risiko | Risk | Theorie | Theory |
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