A sequential test methodology for detecting futures market disruptions with applications to futures margin management
Lucy F. Ackert ; William C. Hunter
| Year of publication: |
1990
|
|---|---|
| Authors: | Ackert, Lucy F. |
| Other Persons: | Hunter, William Curt (contributor) |
| Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 9.1990, 2, p. 318-341
|
| Subject: | Warenbörse | Commodity exchange | Finanzmarktregulierung | Financial market regulation | Statistische Methodenlehre | Statistical theory | Theorie | Theory | USA | United States | Strukturbruch | Structural break | 1973-1987 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001124333