Computation of market risk measures with stochastic liquidity horizon (Q1639562)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computation of market risk measures with stochastic liquidity horizon |
scientific article; zbMATH DE number 6887297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of market risk measures with stochastic liquidity horizon |
scientific article; zbMATH DE number 6887297 |
Statements
Computation of market risk measures with stochastic liquidity horizon (English)
0 references
13 June 2018
0 references
market risk
0 references
liquidity risk
0 references
stochastic liquidity horizon
0 references
value-at-risk
0 references
expected shortfall
0 references
Shannon wavelets
0 references
0 references
0 references
