LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS

Document type :
Journal articles
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-01745354
Contributor : Marion Romo <>
Submitted on : Wednesday, March 28, 2018 - 10:36:04 AM
Last modification on : Thursday, April 11, 2019 - 9:25:01 AM

Identifiers

Citation

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⟩

Share

Metrics

Record views

86