Extreme-value and margin setting with and without price limits-Reference-Cited by-同舟云学术

Extreme-value and margin setting with and without price limits

Published:2001-09 Issue:3 Volume:41 Page:365-385
ISSN:1062-9769
Container-title:The Quarterly Review of Economics and Finance
language:en
Short-container-title:The Quarterly Review of Economics and Finance

Author:

Broussard John Paul

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference29 articles.

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2. Baer, H. L., France, V. G., & Moser, J. T. (1994). Opportunity cost and prudentiality: an analysis of futures clearinghouse behavior. Policy Research Working Paper 1340, The World Bank Policy Research Department.

3. Prudent margin levels in the Finnish stock index futures market;Booth;Management Science,1997

4. Setting NYSE circuit breaker triggers;Booth;Journal of Financial Services Research,1998

5. The behavior of extreme values in German stock index futures;Broussard;Journal of Operational Research,1998

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