Liquidity-Adjusted Intraday Value at Risk Modeling and Risk Management: An Application to Data from Deutsche BBrse
- 期刊名称SSRN Electronic Journal
- 作者Dionne, Georges; Pacurar, Maria; Zhou, Xiaozhou
- 电子ISSN1556-5068
- 文件大小1256.37KB
- 发表时间2014
- DOI10.2139/ssrn.2398620
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