مرکز منطقه ای اطلاع رساني علوم و فناوري - The behavior of extreme values in Germanyʹs stock index futures: An application to intradaily margin setting

Title of article :

The behavior of extreme values in Germanyʹs stock index futures: An application to intradaily margin setting

Author/Authors :

John Paul Broussard، نويسنده , , G. Geoffrey Booth، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

393

To page :

402

Keywords :

Margin , Frechet , Distributions , Germany , Extreme values , Futures

Journal title :

European Journal of Operational Research

Serial Year :

1998

Journal title :

European Journal of Operational Research

Record number :

212361

Link To Document :