%0 Journal Article %A Paul Malliavin %A Maria Elvira Mancino %T Instantaneous liquidity rate, its econometric measurement by volatility feedback %J Comptes Rendus. Mathématique %D 2002 %P 505-508 %V 334 %N 6 %I Elsevier %R 10.1016/S1631-073X(02)02297-5 %G en %F CRMATH_2002__334_6_505_0