The value of liquidity and trading activity in forecasting downside risk
- Sanchis-Marco, L.
- Rubia, A.
Buch:
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
ISBN: 9780230283626
Datum der Publikation: 2010
Seiten: 194-212
Art: Buch-Kapitel