Generalized Pareto processes and fund liquidity risk
Work
Year: 2018
Type: article
Source: Quantitative Finance
Institutions Karlsruhe Institute of Technology, University of Kaiserslautern, Carl von Ossietzky Universität Oldenburg, Universität Trier
Cites: 36
Cited by: 2
Related to: 10
FWCI: 0.549
Citation percentile (by year/subfield): 62.49
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Grant IDS Research Grant RU 893/4-1, RU 893/4-1, Project "Robust Risk Estimation"