Margin requirements with intraday dynamics
John Cotter and François Longin
| Year of publication: |
2006
|
|---|---|
| Authors: | Cotter, John ; Longin, François M. |
| Published in: |
Transparency governance and markets. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-444-52722-6. - 2006, p. 295-322
|
| Subject: | ARCH-Modell | ARCH model | Terminbörse | Futures exchange | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003359724