The application of a SPAN system based on a VaR model in margin level setting of Chinese stock index futures (Q2885617)
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scientific article; zbMATH DE number 6040538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The application of a SPAN system based on a VaR model in margin level setting of Chinese stock index futures |
scientific article; zbMATH DE number 6040538 |
Statements
1 June 2012
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stock index futures
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margin
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value at risk
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The application of a SPAN system based on a VaR model in margin level setting of Chinese stock index futures (English)
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