The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting (Q1291665)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting |
scientific article; zbMATH DE number 1299879
| 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; zbMATH DE number 1299879 |
Statements
The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting (English)
0 references
22 February 2001
0 references
distributions
0 references
Fréchet
0 references
extreme values
0 references
futures
0 references
margin
0 references
Germany
0 references
0 references
0.8296628
0 references
0.8038794
0 references
