Extreme price movements and margin levels in futures markets
By: by Franklin R. Edwards and Salih N. Neftci
Contributors: Columbia University. Center for the Study of Futures Markets; Neftci, Salih N.
Series: Working paper series -- CSFM-163; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-163
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1987
Place of publication: New York]
Language: eng
Number of pages: 18
Notes: Bibliography: p. [23].