Margin requirements based on a stochastic correlation model
Year of publication: |
2022-06-05
|
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Authors: | Szabó, Dávid Zoltán ; Váradi, Kata |
Subject: | Finance |
Type of publication: | Article |
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Language: | English |
Notes: | Szabó, Dávid Zoltán and Váradi, Kata (2022) Margin requirements based on a stochastic correlation model. Journal of Futures Markets . DOI https://doi.org/10.1002/fut.22360 |
Other identifiers: | 10.1002/fut.22360 [DOI] |
Source: | BASE |
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