Generalized Pareto processes and fund liquidity risk (Q4554499): Difference between revisions
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Revision as of 18:18, 19 April 2024
scientific article; zbMATH DE number 6979527
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English | Generalized Pareto processes and fund liquidity risk |
scientific article; zbMATH DE number 6979527 |
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Generalized Pareto processes and fund liquidity risk (English)
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14 November 2018
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ARGP process
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liquidity risk
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data features
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