A VaR study of required margin for securities margin trading

DOI10.1080/09720510.2007.10701279zbMATH Open1258.91217OpenAlexW2323507920MaRDI QIDQ3512030FDOQ3512030

Authors: Jer-Shiou Chiou, Mingchih Lee, J.-C. Hung 

Publication date: 11 July 2008

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2007.10701279

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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