Setting the futures margin with price limits : the case for single-stock futures
Chen-Yu Chen, Jian-Hsin Chou, Hung-Gay Fung, Yiuman Tse
| Year of publication: |
January 2017
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|---|---|
| Authors: | Chen, Chen-Yu ; Chou, Jian-Hsin ; Fung, Hung-gay ; Tse, Yiuman |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 48.2017, 1, p. 219-237
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| Subject: | Censoring method | Margin requirement | Price limits | Single-stock futures | Derivat | Derivative | Finanzmarktregulierung | Financial market regulation | Theorie | Theory | Warenbörse | Commodity exchange | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-015-0548-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011796613