An application of extreme value theory in estimating liquidity risk
Muela, Sonia Benito, Martín, Carmen López, Sanz, Raquel ArguedasLanguage:
english
Journal:
European Research on Management and Business Economics
DOI:
10.1016/j.iedeen.2017.05.001
Date:
June, 2017
File:
PDF, 1.19 MB
english, 2017