| LDR | 00899nam a22002411a 4500 | ||
| 001 | 007822691 | ||
| 003 | MiAaHDL | ||
| 005 | 20100407000000.0 | ||
| 006 | m d | ||
| 007 | cr bn ---auaua | ||
| 008 | 860411s1985 xx 000 0 eng d | ||
| 035 | ⊔ | ⊔ | ‡asdr-pst.a296692 |
| 035 | ⊔ | ⊔ | ‡a(OCoLC)13571108 |
| 035 | ⊔ | ⊔ | ‡aLIAS437189 |
| 040 | ⊔ | ⊔ | ‡aPSt ‡cPSt ‡dWaOLN |
| 100 | 1 | ⊔ | ‡aBreeden, Douglas T. |
| 245 | 1 | 0 | ‡aFutures margins as predictors of price volatility / ‡cby Douglas T. Breeden. |
| 260 | ⊔ | ⊔ | ‡aNew York, NY : ‡bCenter for the Study of Futures Markets, ‡c1985. |
| 300 | ⊔ | ⊔ | ‡a35 p. : ‡bill. ; ‡c28 cm. |
| 490 | 0 | ⊔ | ‡aWorking paper series ; CSFM-115 |
| 500 | ⊔ | ⊔ | ‡a"September 1985". |
| 504 | ⊔ | ⊔ | ‡aIncludes bibliographical references. |
| 538 | ⊔ | ⊔ | ‡aMode of access: Internet. |
| 650 | ⊔ | 0 | ‡aCommodity exchanges. |
| 650 | ⊔ | 0 | ‡aSpeculation. |
| 710 | 2 | ⊔ | ‡aColumbia University. ‡bCenter for the Study of Futures Markets. |
| CID | ⊔ | ⊔ | ‡a007822691 |
| DAT | 0 | ⊔ | ‡b20100407000000.0 |
| DAT | 1 | ⊔ | ‡a20120815061732.0 ‡b2024-01-10T18:49:23Z |
| CAT | ⊔ | ⊔ | ‡aSDR-PST ‡dUNKNOWN ‡lloader.pl-001-001 |
| FMT | ⊔ | ⊔ | ‡aBK |
| HOL | ⊔ | ⊔ | ‡0sdr-pst.a296692 ‡apst ‡bSDR ‡cPST ‡ppst.000011490227 ‡sPST ‡zno.115 ‡1a296692 |
| 974 | ⊔ | ⊔ | ‡bPST ‡cPST ‡d20240110 ‡sgoogle ‡upst.000011490227 ‡zno.115 ‡y1985 ‡ric ‡qbib ‡tnon-US bib date1 >= 1929 |