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Desmettre, Sascha; De Kock, Johan; Ruckdeschel, Peter; Seifried, Frank Thomas Generalized Pareto processes and fund liquidity risk. (English) Zbl 1400.91658 Quant. Finance 18, No. 8, 1327-1343 (2018). MSC: 91G70 PDF BibTeX XML Cite \textit{S. Desmettre} et al., Quant. Finance 18, No. 8, 1327--1343 (2018; Zbl 1400.91658) Full Text: DOI arXiv OpenURL