Amir Ehsan Khandani. Statistical analysis of illiquidity risk and premium in financial price signals. PhD thesis, Massachusetts Institute of Technology, Cambridge, MA, USA, 2007. [doi]
@phdthesis{ndltd-1588,
title = {Statistical analysis of illiquidity risk and premium in financial price signals},
author = {Amir Ehsan Khandani},
year = {2007},
url = {http://hdl.handle.net/1721.1/46614},
note = {ndltd.org (oai:dspace.mit.edu:1721.1/46614)},
researchr = {https://researchr.org/publication/ndltd-1588},
cites = {0},
citedby = {0},
school = {Massachusetts Institute of Technology, Cambridge, MA, USA},
}