Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Journal Article
%1 Cotter2001
%A Cotter, John
%D 2001
%J Journal of Banking & Finance
%K Stock futures index
%N 8
%P 1475--1502
%T Margin exceedences for European stock index futures using extreme value theory
%U http://www.sciencedirect.com/science/article/B6VCY-43G38TK-4/1/c4a7db1578b0cddea805ed4d43e10220
%V 25
@article{Cotter2001,
added-at = {2008-04-22T13:53:19.000+0200},
author = {Cotter, John},
biburl = {https://www.bibsonomy.org/bibtex/292517d58043c22d8fc9f8757aadd9b64/smicha},
description = {Journal of Banking & Finance},
interhash = {02c375cc02db7f061f1172f63809d587},
intrahash = {92517d58043c22d8fc9f8757aadd9b64},
journal = {Journal of Banking \& Finance},
keywords = {Stock futures index},
month = Aug,
number = 8,
pages = {1475--1502},
timestamp = {2008-04-22T13:58:11.000+0200},
title = {Margin exceedences for European stock index futures using extreme value theory},
url = {http://www.sciencedirect.com/science/article/B6VCY-43G38TK-4/1/c4a7db1578b0cddea805ed4d43e10220},
volume = 25,
year = 2001
}
