Lidan Grossmass
Names
| first: | Lidan |
| last: | Grossmass |
Identifer
| RePEc Short-ID: | pgr542 |
Contact
Affiliations
-
Heinriche-Heine-Universität Düsseldorf
/ Wirtschaftswissenschaftliche Fakultät
- EDIRC entry
- location:
Research profile
author of:
- Estimating dynamic copula dependence using intraday data (RePEc:bpj:sndecm:v:19:y:2015:i:4:p:501-529:n:4)
by Grossmass Lidan & Poon Ser-Huang - Liquidity and the Value at Risk (RePEc:jns:jbstat:v:234:y:2014:i:5:p:572-602)
by Großmaß Lidan - Obtaining and Predicting the Bounds of Realized Correlations (RePEc:ses:arsjes:2014-iii-2)
by Lidan Grossmass - Ultra-short tenor yield curve for intraday trading and settlement (RePEc:taf:eurjfi:v:27:y:2021:i:4-5:p:441-459)
by Anton Golub & Lidan Grossmass & Ser-Huang Poon