TY  - JOUR
AU  - Malliavin, Paul
AU  - Mancino, Maria Elvira
TI  - Instantaneous liquidity rate, its econometric measurement by volatility feedback
JO  - Comptes Rendus. Mathématique
PY  - 2002
SP  - 505
EP  - 508
VL  - 334
IS  - 6
PB  - Elsevier
UR  - http://www.numdam.org/articles/10.1016/S1631-073X(02)02297-5/
DO  - 10.1016/S1631-073X(02)02297-5
LA  - en
ID  - CRMATH_2002__334_6_505_0
ER  -