PT Journal
AU Desmettre, S
   de Kock, J
   Ruckdeschel, P
   Seifried, FT
TI Generalized Pareto processes and fund liquidity risk
SO Quantitative finance
PY 2018
BP 1327
EP 1343
VL 18
IS 8
DI 10.1080/14697688.2017.1410214
LA english
ER