Emna, Rouetbi, and Mamoghli Chokri. “Measuring Liquidity Risk in an Emerging Market: Liquidity Adjusted Value at Risk Approach for High Frequency Data”. International Journal of Economics and Financial Issues 4, no. 1 (November 16, 2013): 40–53. Accessed December 22, 2024. https://mail.econjournals.com/index.php/ijefi/article/view/611.