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Alexandros Gabrielsen · Study

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Alexandros Gabrielsen

3 works· latest 2012· 1 institutionscluster: provisional

h-index3

i103

Citations76

Works here3

11

12

Most cited in this library

Measuring Market Liquidity: An Introductory Survey2011 · 39 citations
Measuring market liquidity: An introductory survey2011 · 20 citations
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework2012 · 17 citations

Works

3 shown

Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework

SSRN Electronic Journal·2012·4 authors·preprint·Open access

17citations

Measuring Market Liquidity: An Introductory Survey

SSRN Electronic Journal·2011·3 authors·preprint·Open access

39citations

Measuring market liquidity: An introductory survey

AMS Acta (University of Bologna)·2011·3 authors·book·Open access

20citations