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Liquidity adjusted value-at-risk based on the components of the bid-ask spread
Angelidis, Timotheos
;
Benos, Alexandros Vassiliou
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 835-851
Persistent link: https://www.econbiz.de/10003351012
Saved in:
2
Liquidity adjusted value-at-risk based on the components of the bid-ask spread
Angelidis, Timotheos
;
Benos, Alexandros
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 835
Persistent link: https://www.econbiz.de/10007631955
Saved in:
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