Liquidity and the Value at Risk
Year of publication: |
2014
|
---|---|
Authors: | Großmaß, Lidan |
Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Lucius & Lucius, ISSN 2366-049X, ZDB-ID 2416178-0. - Vol. 234.2014, 5, p. 572-602
|
Publisher: |
Lucius & Lucius |
Subject: | Value at risk | liquidity risk | high frequency data |
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