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