Margin exceedences for European stock index futures using extreme value theory

B-Tier
Journal: Journal of Banking & Finance
Year: 2001
Volume: 25
Issue: 8
Pages: 1475-1502

Authors (1)

Cotter, John (University College Dublin)

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jbfina:v:25:y:2001:i:8:p:1475-1502
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25