The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting-Reference-Cited by-同舟云学术

The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting

Published:1998-02 Issue:3 Volume:104 Page:393-402
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Broussard John Paul,Booth G.Geoffrey

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference35 articles.

1. German stock market's resiliency to world-wide panics;Akgiray;Zeitschrift fdr Betriebswirtschaft,1989

2. Statistical models of German stock returns;Akgiray;Journal of Economics,1989

3. Opportunity cost and prudentiality: An analysis of futures clearinghouse behavior;Baer,1994

4. Limiting theorems for the maximum term in stationary sequences;Berman;Annals of Mathematical Statistics,1963

5. The nature of predictability of German stock returns;Booth,1995

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