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Volumn 9, Issue 2, 1999, Pages 173-181

Setting futures margins: The extremes approach

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EID: 0038851667     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031099332438     Document Type: Article
Times cited : (20)

References (22)
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  • 3
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  • 7
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    • On the estimation of the extreme value index and large quantile estimation
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    • Dekkers, A.L.M.1    De Haan, L.2
  • 9
    • 84978547396 scopus 로고
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  • 10
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  • 12
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  • 13
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    • The limiting distribution of extremal exchange rate returns
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  • 18
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.