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Stange, Sebastian's
Scholarly Papers
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Total Downloads
6,094 |
Total
Citations
8 |
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Ernst, Cornelia Technische Universität München (TUM) - Chair of Business and International Financial Management Stange, Sebastian Technische Universität München (TUM) - Chair of Business and International Financial Management Kaserer, Christoph Technische Universität München (TUM)
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16 Jan 09
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Last Revised:
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20 Apr 09
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2,235
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Asset liquidity, liquidity cost, price impact, Xetra liquidity measure (XLM), risk measurement, Value-at-Risk, market liquidity risk
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Stange, Sebastian Technische Universität München (TUM) - Chair of Business and International Financial Management Kaserer, Christoph Technische Universität München (TUM)
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19 Mar 09
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Last Revised:
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18 Aug 09
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1,711
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Asset liquidity, liquidity cost, price impact, Xetra liquidity measure (XLM), risk measurement, Value-at-Risk, market liquidity risk, overview
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Stange, Sebastian Technische Universität München (TUM) - Chair of Business and International Financial Management Kaserer, Christoph Technische Universität München (TUM)
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31 Oct 08
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22 Apr 11
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1,095
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Asset liquidity, price impact, weighted spread, Xetra Liquidity Measure (XLM), Value-at-Risk, market liquidity risk
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Ernst, Cornelia Technische Universität München (TUM) - Chair of Business and International Financial Management Stange, Sebastian Technische Universität München (TUM) - Chair of Business and International Financial Management Kaserer, Christoph Technische Universität München (TUM)
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16 Dec 08
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Last Revised:
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09 Apr 12
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542
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Asset liquidity, liquidity cost, market liquidity risk, non-normality, modified Value-at-Risk, Cornish-Fisher expansion
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Stange, Sebastian Technische Universität München (TUM) - Chair of Business and International Financial Management Kaserer, Christoph Technische Universität München (TUM)
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31 Oct 08
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21 Dec 08
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Asset liquidity, liquidity cost, price impact, weighted spread, Xetra liquidity measure (XLM)
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6.
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Stange, Sebastian Technische Universität München (TUM) - Chair of Business and International Financial Management Kaserer, Christoph Technische Universität München (TUM)
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Records 1 -
6
of 6 matches
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1
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