EXTREME PRICE MOVEMENTS AND MARGIN LEVELS IN FUTURES MARKETS

被引:17
作者
EDWARDS, FR
NEFTCI, SN
机构
[1] CUNY,GRAD SCH,NEW YORK,NY 10021
[2] COLUMBIA UNIV,COLUMBIA FUTURES CTR,NEW YORK,NY 10027
关键词
D O I
10.1002/fut.3990080602
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:639 / 655
页数:17
相关论文
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