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Intrinsic liquidity in conditional volatility models
Darolles, Serge
;
LeFol, Gaëlle
;
Francq, Christian
; …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
Saved in:
2
Gauging liquidity risk in emerging market bond index funds
Darolles, Serge
;
Dudek, Jérémy
;
LeFol, Gaëlle
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 247-269
Persistent link: https://www.econbiz.de/10011592748
Saved in:
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