Extreme-value and margin setting with and without price limits

Quarterly Review of Economics and Finance

Volumn 41, Issue 3, 2001, Pages 365-385

  Broussard, John Paul ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

C49; C52; Extreme value statistics; Futures margins; G13; G19; Price limits

Indexed keywords

EID: 0042821928     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(00)00083-1     Document Type: Article

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