Work

Setting futures margins: the extremes approach

Year: 1999

Type: article

Source: Applied Financial Economics

DOI: 10.1080/096031099332438

Authors: HANS DEWACHTER, GEERT GIELENS

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2134355029

FWCI: 0.671

Cites: 14

Cited by: 21

Related to: 10