Liquidity adjusted VaR model : an Extension
Fragnière, Emmanuel; Tuchschmid, Nils S.; Qun Zhang
2008

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Title Liquidity adjusted VaR model : an Extension
Author(s) Fragnière, Emmanuel
Tuchschmid, Nils S.
Qun Zhang
Date 2008-01
Published in Genève : Haute école de gestion de Genève, 2008. 24 p.  Cahier de recherche no HES-SO/HEG-GE/C--08/13/1--CH
Faculty Economie et Services
School HEG - Genève
Record Appears in Research reports
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