Liquidity and the Value at Risk

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GROSSMASS, Lidan, 2014. Liquidity and the Value at Risk. In: Jahrbücher für Nationalökonomie und Statistik. 234(5), pp. 572-602. ISSN 0021-4027

@article{Groma2014Liqui-29337, title={Liquidity and the Value at Risk}, year={2014}, doi={10.1515/jbnst-2014-0502}, number={5}, volume={234}, issn={0021-4027}, journal={Jahrbücher für Nationalökonomie und Statistik}, pages={572--602}, author={Großmaß, Lidan} }

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