Intraday liquidity-adjusted Value-at-Risk modelling in times of Financial Crisis

Additional Metadata
Keywords	Value-at-Risk, Backtesting, Intraday, Market Risk, Liquidity Risk, Bid Ask Spread, Risk Management
Thesis Advisor	Draus, S.R., Schmitt, Claus
Persistent URL	hdl.handle.net/2105/45893
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	Vogelsang, Philip. (2018, August 2). Intraday liquidity-adjusted Value-at-Risk modelling in times of Financial Crisis. Finance & Investments. Retrieved from http://hdl.handle.net/2105/45893

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