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subject:"pensions"
~person:"Bangia, Anil"
~subject:"ARCH-Modell"
~subject:"Risk premium"
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Bangia, Anil
Bartram, Söhnke M.
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Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001426217
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Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil
;
Diebold, Francis X.
;
Schuermann, Til
; …
- In:
Risk management : the state of the art
,
(pp. 3-13)
.
2002
Persistent link: https://www.econbiz.de/10001698270
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