Intraday liquidity modelling using statistical methods

Mária Vojtková, Patrik Mihalech

Year of publication:	2023
Authors:	Vojtková, Mária ; Mihalech, Patrik
Published in:	Argumenta oeconomica. - [Wrocław] : [Wrocław University of Economics], ZDB-ID 2892843-X. - Vol. 50.2023, 1, p. 151-178
Subject:	bootstrap simulation \| intraday liquidity \| liquidity risk in bank \| stress testing \| Bankenliquidität \| Bank liquidity \| Liquidität \| Liquidity \| Simulation \| Theorie \| Theory \| Bankrisiko \| Bank risk \| Marktliquidität \| Market liquidity \| Bootstrap-Verfahren \| Bootstrap approach \| Kreditrisiko \| Credit risk \| Risikomanagement \| Risk management \| Statistische Methode \| Statistical method

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