Margin requirements with intraday dynamics
Year of publication: |
2006
|
---|---|
Authors: | Cotter, John ; Longin, François M. |
Published in: |
Transparency governance and markets. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-444-52722-6. - 2006, p. 295-322
|
Subject: | ARCH-Modell | ARCH model | Terminbörse | Futures exchange | Risikomanagement | Risk management |
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