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Title: | Computation of market risk measures with stochastic liquidity horizon |
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Author: | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis |
Other authors: | Universitat de Barcelona |
Abstract: | |
Subject(s): | -Risc (Economia) -Mercat financer -Liquiditat (Economia) -Valor (Economia) -Risk -Financial market -Liquidity (Economics) -Value (Economics) |
Rights: | cc-by-nc-nd (c) Elsevier B.V., 2018
info:eu-repo/semantics/embargoedAccess http://creativecommons.org/licenses/by-nc-nd/3.0/es |
Document type: | Article Article - Accepted version |
Published by: | Elsevier B.V. |
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