Prudent Margin Levels in the Finnish Stock Index Futures Market
Year of publication: |
1997
|
---|---|
Authors: | Booth, G. Geoffrey ; Broussard, John Paul ; Martikainen, Teppo ; Puttonen, Vesa |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 43.1997, 8, p. 1177-1188
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | stock index futures | margin setting | extreme value statistics |
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