Optimal margin level in futures markets: Extreme price movements

Journal of Futures Markets

Volumn 19, Issue 2, 1999, Pages 127-152

  Longin, François M ^a  

^a ESSEC BUSINESS SCHOOL   (France)

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EID: 0033467799     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199904)19:2<127::AID-FUT1>3.0.CO;2-M     Document Type: Article

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