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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Revision as of 03:49, 5 March 2024

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