Liquidity adjusted VaR model : an Extension
2008
Details
Title
Liquidity adjusted VaR model : an Extension
Date
2008-01
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
Faculty
Economie et Services
School
HEG - Genève
Record Appears in
Research reports
Global
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