Setting the futures margin with price limits: the case for single-stock futures.
| Autor: | Chen, Chen-Yu1 roger@mail.cjcu.edu.tw, Chou, Jian-Hsin2 jian@nkfust.edu.tw, Fung, Hung-Gay3 FungH@msx.umsl.edu, Tse, Yiuman3 tseyi@umsl.edu |
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| Zdroj: | Review of Quantitative Finance & Accounting. Jan2017, Vol. 48 Issue 1, p219-237. 19p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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