https://hal.archives-ouvertes.fr/hal-01745354
Contributeur : Marion Romo
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Soumis le : mercredi 28 mars 2018 - 10:36:04
Dernière modification le : vendredi 4 janvier 2019 - 17:32:34
Lakshithe Wagalath. LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS. International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2017, 20 (01), 〈10.1142/S0219024917500017〉. 〈hal-01745354〉
