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Details about Lidan Grossmass

Workplace:Wirtschaftswissenschaftliche Fakultät (Faculty of Economics and Business Administration), Heinriche-Heine-Universität Düsseldorf (University of Dusseldorf), (more information at EDIRC)

Access statistics for papers by Lidan Grossmass.

Last updated 2024-07-06. Update your information in the RePEc Author Service.

Short-id: pgr542

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Journal Articles

2021

  1. Ultra-short tenor yield curve for intraday trading and settlement
    The European Journal of Finance, 2021, 27, (4-5), 441-459 Downloads View citations (1)

2015

  1. Estimating dynamic copula dependence using intraday data
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (4), 501-529 Downloads View citations (3)

2014

  1. Liquidity and the Value at Risk
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2014, 234, (5), 572-602 Downloads
  2. Obtaining and Predicting the Bounds of Realized Correlations
    Swiss Journal of Economics and Statistics (SJES), 2014, 150, (III), 191-226 Downloads View citations (1)
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