Liquidity-Adjusted Expected Shortfall Tests
Ekaterina Kazak (University of Birmingham)
- Erasmus Econometric Institute Series
Ekaterina Kazak (University of Birmingham)
Anders Rahbek (University of Copenhagen, Denmark)
Just de Groot
Kevin Lee (The University of Nottingham, United Kingdom)
Ines Wilms (Maastricht University)
Kevin Dano (Princeton University, United States)
Laura Coroneo (University of York, United Kingdom)
Sébastien Laurent (Aix-Marseille Université, France)
Christoph Breunig (University of Bonn, Germany)
Nikolaus Hautsch (University of Vienna, Austria)