A study on integrated measurement of incorporating liquidity risk and market risk (Q3404773)
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scientific article; zbMATH DE number 5670852
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| English | A study on integrated measurement of incorporating liquidity risk and market risk |
scientific article; zbMATH DE number 5670852 |
Statements
12 February 2010
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liquidity risk
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market risk
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integrated risk measurement
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copula function
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semi-parametric method
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0.7448912262916565
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0.7214748859405518
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0.7072721719741821
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