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"Stock Index Futures Margin Level Settings by Hill Estimation and Empirical ..."

Manqi Wu, Sulin Pang (2010)

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DOI: 10.1109/CIS.2010.155

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Manqi Wu, Sulin Pang:
Stock Index Futures Margin Level Settings by Hill Estimation and Empirical Analysis. CIS 2010: 649-653

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