Extreme movements in futures prices : implications for setting margins

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035 ‡asdr-pst.a377837
035 ‡a(OCoLC)16464513
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100 1 ‡aEdwards, Franklin R., ‡d1937-
245 1 0 ‡aExtreme movements in futures prices : ‡bimplications for setting margins / ‡cby Franklin R. Edwards and Salih N. Neftci.
260 ‡aNew York, N.Y. : ‡bCenter for the Study of Futures Markets, Columbia Business School, Columbia University, ‡c1986.
300 ‡a32, [11] p. : ‡bill. ; ‡c28 cm.
490 0 ‡aWorking paper series ; CSFM-138
504 ‡aIncludes bibliographical references.
538 ‡aMode of access: Internet.
650 0 ‡aPrices.
650 0 ‡aCommodity exchanges.
700 1 ‡aNeftci, Salih N.
710 2 ‡aColumbia University. ‡bCenter for the Study of Futures Markets.
CID ‡a007822713
DAT 0 ‡b20100407000000.0
DAT 1 ‡a20120815061732.0 ‡b2024-01-10T18:52:15Z
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