Generalized Pareto processes and fund liquidity risk (Q4554499): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:59, 7 February 2024
scientific article; zbMATH DE number 6979527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Pareto processes and fund liquidity risk |
scientific article; zbMATH DE number 6979527 |
Statements
Generalized Pareto processes and fund liquidity risk (English)
0 references
14 November 2018
0 references
ARGP process
0 references
liquidity risk
0 references
data features
0 references
