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Price Volatility and Futures Margins

Gikas A. Hardouvelis and Dongcheol Kim
Format
Book
Published
London : Centre for Economic Policy Research, [1995]
Language
English
Series
Discussion Paper / Centre for Economic Policy Research
Discussion Paper (Centre for Economic Policy Research (Great Britain))
Description
35 p. ; 21 cm.
Notes
  • "November 1995"
  • "Financial economics."
  • Includes bibliographical references.
Local Notes
VIVA Repository Copy 2014.
ALDERMAN: Keywords: margin requirements, metal futures, jump volatility, Poisson process, futures exchanges.
Series Statement
Discussion paper / Centre for Economic Policy Research, 0265-8003 ; no. 1263
Discussion paper (Centre for Economic Policy Research (Great Britain)) ; no. 1263
Technical Details
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  • Staff View

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    a| "November 1995"
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