J. Cotter
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements.
Cotter, J.; Dowd, K.
Citation
Cotter, J., & Dowd, K. (2006). Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. Journal of Banking and Finance, 30(12), 3469-3485. https://doi.org/10.1016/j.jbankfin.2006.01.008%2C
| Journal Article Type | Article |
|---|---|
| Publication Date | 2006 |
| Deposit Date | Aug 15, 2013 |
| Journal | Journal of Banking and Finance |
| Print ISSN | 0378-4266 |
| Publisher | Elsevier |
| Peer Reviewed | Peer Reviewed |
| Volume | 30 |
| Issue | 12 |
| Pages | 3469-3485 |
| DOI | https://doi.org/10.1016/j.jbankfin.2006.01.008%2C |
| Public URL | https://durham-repository.worktribe.com/output/1471733 |
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