科研项目详细信息
Liquidity and Capital Market Imperfections | |
Kessler Stephan Markus | |
Institution abroad - IACH | |
keywords:market microstructure; liquidation risk; value-at-risk; jump-diffusion process; asset allocation and liquidity; large price changes | |
keywords: | |
Subject:社会科学、人文和艺术(综合) | |
瑞士|英语 | |
2006至2006 | |
Source: 瑞士国家科学基金会 | |
Link: http://p3.snf.ch/Pages/DataAndDocumentation.aspx |