Setting Futures Margins: The Extremes Approach

Research output: Contribution to journal › Article › Academic › peer-review

18 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	173-181
Number of pages	9
Journal	Applied Financial Economics
Volume	9
Issue number	2
DOIs	https://doi.org/10.1080/096031099332438
Publication status	Published - 1999
Externally published	Yes

Access to Document

@article{b7bc488d9a8b44b6a7c203d91210cb65,

title = "Setting Futures Margins: The Extremes Approach",

author = "Dewachter, \{HDR (Hans)\} and G Gielens",

year = "1999",

doi = "10.1080/096031099332438",

language = "Undefined/Unknown",

volume = "9",

pages = "173--181",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor \& Francis Ltd (UK)",

number = "2",

}