Generalized Pareto processes and fund liquidity risk (Q4554499)
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scientific article; zbMATH DE number 6979527
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| English | Generalized Pareto processes and fund liquidity risk |
scientific article; zbMATH DE number 6979527 |
Statements
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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0.8435467
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0.83606035
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0.83536416
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0.83505327
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0.83304906
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0.83190817
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