The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting (Q1291665): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting |
scientific article |
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The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting (English)
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22 February 2001
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distributions
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Fréchet
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extreme values
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futures
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margin
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Germany
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