Market Depth as One of Market Liquidity Dimensions on the Warsaw Stock Exchange
نویسندگان
چکیده
منابع مشابه
conditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market
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ژورنال
عنوان ژورنال: Zeszyty Naukowe Uniwersytetu Szczecińskiego Finanse Rynki Finansowe Ubezpieczenia
سال: 2016
ISSN: 2450-7741,2300-4460
DOI: 10.18276/frfu.2016.79-07