A distribution‐based method to gauge market liquidity through scale invariance between investment horizons
| Year of publication: |
2020
|
|---|---|
| Authors: | Bianchi, Sergio ; Pianese, Augusto ; Frezza, Massimiliano |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 36.2020, 5 (11.04.), p. 809-824
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2531 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012406408