Margin exceedences for European stock index futures using extreme value theory
Year of publication: |
2001
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Authors: | Cotter, John |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 8, p. 1475-1502
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