Integrating Liquidity Risk Factor into a Parametric Value at Risk Method

被引：8

作者：

Al Janabi, Mazin A. M. ^{[1
]}

机构：

[1] United Arab Emirates Univ, Coll Business & Econ, Finance & Banking, Al Ain, U Arab Emirates

来源：

JOURNAL OF TRADING | 2008年 / 3卷 / 03期

关键词：

D O I：

10.3905/jot.2008.708838

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：76 / 87

页数：12

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