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Estimating Risk in Illiquid Markets: a Model of Market Friction with Stochastic Volatility. (2021). Grassi, Stefano ; Buccheri, Giuseppe ; Vocalelli, Giorgio.
In: CEIS Research Paper.
RePEc:rtv:ceisrp:506.

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  13. COPYRIGHT Copyright 2021 by authors. All rights reserved. No part of this publication may be reproduced in any manner whatsoever without written permission except in the case of brief passages quoted in critical articles and reviews. MEDIA INQUIRIES AND INFORMATION For media inquiries, please contact Barbara Piazzi at +39 06 72595652/01 or by email at piazzi@ceis.uniroma2.it. Our web site, www.ceistorvergata.it, contains more information about Center’s events, publications, and staff. DEVELOPMENT AND SUPPORT For information about contributing to CEIS Tor Vergata, please contact at +39 06 72595601 or by e-mail at segr.ceis@economia.uniroma2.it
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