Pages that link to "Item:Q4363672"
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The following pages link to Prudent Margin Levels in the Finnish Stock Index Futures Market (Q4363672):
Displaying 5 items.
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
- The effects of changing margin levels on futures options price (Q2461310) (← links)
- Price limits and capital requirements of futures clearinghouses (Q2569022) (← links)
- The application of a SPAN system based on a VaR model in margin level setting of Chinese stock index futures (Q2885617) (← links)