Open AccessLiquidity Adjusted Value at Risk: Integrating the Uncertainty in Depth and Tightness
Author(s) -
Levent C. Uslu,
Burak Evren
Publication year - 2017
Publication title -
eurasian journal of business and management
Language(s) - English
Resource type - Journals
ISSN - 2148-0206
DOI - 10.15604/ejbm.2017.05.01.006
Subject(s) - market liquidity , econometrics , value (mathematics) , value at risk , statistics , economics , environmental science , actuarial science , mathematics , risk management , monetary economics , finance
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