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
10
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