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Technische Universität München
Center for Entrepreneurial and Financial Studies (CEFS), Technische Universität München
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2008
Why and how to integrate liquidity risk into a VaR-framework
Stange, Sebastian
;
Kaserer, Christoph
2009
Measuring market liquidity risk - which model works best?
Ernst, Cornelia
;
Stange, Sebastian
;
Kaserer, Christoph
2009
Market liquidity risk: an overview
Stange, Sebastian
;
Kaserer, Christoph
2008
The impact of order size on stock liquidity: a representative study
Stange, Sebastian
;
Kaserer, Christoph
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Kaserer, Christoph
1
Ernst, Cornelia
year of Publication
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2009
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2008