Liquidity adjusted value-at-risk based on the components of the bid-ask spread
Timotheos Angelidis and Alexandros Benos
| Year of publication: |
2006
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|---|---|
| Authors: | Angelidis, Timotheos ; Benos, Alexandros Vassiliou |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 11 (1.7.), p. 835-851
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| Subject: | Aktienmarkt | Stock market | Risikomaß | Risk measure | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Griechenland | Greece | 2002 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003351012