The relationship between illiquidity and volatility

Additional Metadata
Keywords	Volatility, Illiquidity, Stock market, GARCH model
Thesis Advisor	Lyra, M., Rosch, D.M.
Persistent URL	hdl.handle.net/2105/20395
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Micenko, J. (2015, March 31). The relationship between illiquidity and volatility. Finance & Investments. Retrieved from http://hdl.handle.net/2105/20395

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