EMNA, Rouetbi; CHOKRI, Mamoghli. Measuring Liquidity Risk in an Emerging Market: Liquidity Adjusted Value at Risk Approach for High Frequency Data. International Journal of Economics and Financial Issues, [S. l.], v. 4, n. 1, p. 40–53, 2013. Disponível em: https://econjournals.com./index.php/ijefi/article/view/611. Acesso em: 15 nov. 2024.