Term Structure Estimation, Liquidity-Induced Heteroskedasticity and the Price of Liquidity Risk
Year: 2014
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.2428640
Authors: Emma Berenguer, Ricardo Gimeno, Juan M. Nave
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W24361469