Title of article
Margin exceedences for European stock index futures using extreme value theory
Author/Authors
John Cotter، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
28
From page
1475
To page
1502
Keywords
Stock index futures , Extreme value theory , Margin levels
Journal title
Journal of Banking and Finance
Serial Year
2001
Journal title
Journal of Banking and Finance
Record number
193294
Link To Document