Instantaneous liquidity rate, its econometric measurement by volatility feedback
type: Item
instance of: scholarly article
title: Instantaneous liquidity rate, its econometric measurement by volatility feedback
zbMATH Open document ID: 1050.91048
DOI: 10.1016/S1631-073X(02)02297-5
author: Paul Malliavin
author: Maria Elvira Mancino
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2002-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 1754785
zbMATH Keywords: liquidity rate
zbMATH Keywords: market stability
MaRDI profile type: Publication
cites work: Non perturbative construction of invariant measure through confinement by curvature
cites work: Q4509488
cites work: Fourier series method for measurement of multivariate volatilities
description: scientific article; zbMATH DE number 1754785