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Margin exceedences for European stock index futures using extreme value theory
Cotter, John - In: Journal of banking & finance 25 (2001) 8, pp. 1475-1502
Persistent link: https://www.econbiz.de/10001594010
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Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John; Dowd, Kevin - In: Journal of banking & finance 30 (2006) 12, pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
Cover Image
Margin exceedences for European stock index futures using extreme value theory
Cotter, John - In: Journal of banking & finance 25 (2001) 8, pp. 1475-1502
Persistent link: https://www.econbiz.de/10005892436
Cover Image
Extreme spectral risk measures: An application to futures clearinghouse margin requirements
Cotter, John; Dowd, Kevin - In: Journal of banking & finance 30 (2006) 12, pp. 3469-3486
Persistent link: https://www.econbiz.de/10007384924
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The illusion of oil return predictability : the choice of data matters!
Conlon, Thomas; Cotter, John; Eyiah-Donkor, Emmanuel - In: Journal of banking & finance 134 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013400116