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We establish innovative liquidity premium measures, and constructliquidity-adjusted return and volatility to model assets with extremeliquidity, represented by a portfolio of selected crypto assets, and upon whichwe develop a set of liquidity-adjusted ARMA-GARCH/EGARCH models. We demonstratethat these models produce superior predictability at extreme liquidity to theirtraditional counterparts. We provide empirical support by comparing theperformances of a series of Mean Variance portfolios.

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity