Extreme movements in futures prices
Subtitle: implications for setting margins
By: by Franklin R. Edwards and Salih N. Neftci
Contributors: Neftci, Salih N.; Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-138; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-138
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1986
Place of publication: New York]
Language: eng
Number of pages: 32
Notes: Bibliography: p. [44].