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

Author: Broussard J.P.   Booth G.G.  

Publisher: Elsevier

ISSN: 0377-2217

Source: European Journal of Operational Research, Vol.104, Iss.3, 1998-02, pp. : 393-402

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract