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Extreme price movements and margin levels in futures markets
Author(s) -
Edwards Franklin R.,
Neftci Salih N.
Publication year - 1988
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990080602
Subject(s) - futures contract , citation , margin (machine learning) , columbia university , center (category theory) , library science , economics , financial economics , sociology , media studies , computer science , chemistry , machine learning , crystallography
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