Liquidity adjusted VaR model : an Extension


Faculty:
Economie et Services
School:
HEG - Genève
Subject(s):
Economie/gestion
Date:
2008
Published in:
Genève : Haute école de gestion de Genève, 2008. 24 p.  Cahier de recherche no HES-SO/HEG-GE/C--08/13/1--CH
Appears in Collection:



 Record created 2015-01-29, last modified 2019-06-19


Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)