Liquidity-Adjusted Expected Shortfall Tests
Ekaterina Kazak (University of Birmingham)
- Erasmus Econometric Institute Series
Ekaterina Kazak (University of Birmingham)
Christian Conrad (Heidelberg University, Germany)
Jelle Goeman (Leiden University Medical Center)
Martin Weidner (University of Oxford, United Kingdom)
Torben Johansen (University of Southern Denmark)
Yannick Hoga (Universität Duisburg-Essen, Germany)
Harold Chiang (University of Wisconsin-Madison, United States), Bryan Graham (UC Berkeley, United States), Laura Liu (University of Pittsburgh, United States), Martin Weidner (University College of London, United Kingdom), Silvia Sarpietro (University of Bologna, Italy) et al.
Laura Liu (University of Pittsburgh, United States)
Wei Miao (KU Leuven, Belgium)
Andrei Zeleneev (University College London, United Kingdom)
Eran Raviv (Business Data Science)
Yicong Lin (Vrije Universiteit Amsterdam)
Long Hoàng (Vrije Universiteit Amsterdam)
Marina Friedrich (Vrije Universiteit Amsterdam)
Iván Fernández-Val (Boston University, United States)
Iván Fernández-Val (Boston University, United States)
Aktas Dejaegere (KU Leuven, Belgium)
André Santos (CUNEF Universidad, Spain)
Richard Samworth (University of Cambridge, United Kingdom)
Alberto Abadie (Massachusetts Institute of Technology, United States)