Margin requirements based on a stochastic correlation model

Subjects

Subjects :

Economics and Econometrics
Accounting
General Business, Management and Accounting
Finance

Details

ISSN :

10969934 and 02707314

Volume :

42

Database :

OpenAIRE

Journal :

Journal of Futures Markets

Accession number :

edsair.doi...........2739bb3e0a9a4afd0b52660700581baf

Full Text :

https://doi.org/10.1002/fut.22360