Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data

✍ Scribed by Chien-Liang Chiu; Shu-Mei Chiang; Jui-Cheng Hung; Yu-Lung Chen

• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 435 KB
• Volume: 367
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2005.12.034