Optimal margin level in futures markets : extreme price movements
François M. Longin
| Year of publication: |
1999
|
|---|---|
| Authors: | Longin, François M. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 2, p. 127-152
|
| Subject: | Terminbörse | Futures exchange | Finanzmarktregulierung | Financial market regulation | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Silber | Silver | USA | United States | 1975-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001369624