Assessing Central Counterparty Margin Coverage On Futures Contracts Using GARCH Models
| Year of publication: |
2004-09-17
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| Authors: | Polenghi, Marco ; Knott, Raymond |
| Institutions: | Royal Economic Society - RES |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series Royal Economic Society Annual Conference, 2004 Number 6 |
| Source: |
Persistent link: https://www.econbiz.de/10005232440