Liquidity-Adjusted Expected Shortfall Tests
Ekaterina Kazak (University of Birmingham)
- Erasmus Econometric Institute Series
Ekaterina Kazak (University of Birmingham)
Emanuel Mönch (Frankfurt School of Finance & Management, Germany)
Anders Rahbek (University of Copenhagen, Denmark)
Vrinda Mittal (University of North Carolina, United States)
Kevin Lee (The University of Nottingham, United Kingdom)
Marius Hees
Jean Edouard Colliard (HEC Paris, France)
Laura Coroneo (University of York, United Kingdom)
Stephanie van der Veen
Steffen Andersen (Danmarks Nationalbank)
Sébastien Laurent (Aix-Marseille Université, France)
Katrin Gödker (Bocconi University, Italy)
Nikolaus Hautsch (University of Vienna, Austria)
Kasper Meisner Nielsen (Copenhagen Business School, Denmark)
Aleksandar Andonov