The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting
| Year of publication: |
1998
|
|---|---|
| Authors: | Broussard, John Paul ; Booth, G. Geoffrey |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 104.1998, 3, p. 393-402
|
| Publisher: |
Elsevier |