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)
Kevin Lee (The University of Nottingham, United Kingdom)
Laura Coroneo (University of York, United Kingdom)
Sébastien Laurent (Aix-Marseille Université, France)
Nikolaus Hautsch (University of Vienna, Austria)