In this paper,we improve the EWMA Futures Margin based on normal distribution assumption and propose a new model of futures margin based on skewed EWMA estimator which based on the asymmetric laplace distribution that is sound to capture leptokurtosis and fat-tail.
本文是对建立在正态分布假设的EWMA期货保证金模型的改进。
London International Financial Futures Exchange
伦敦金融期货交易所
Swiss Options and Financial Futures Exchange AG
瑞士期权及金融期货交易所有限公司
Tokyo International Financial Futures Exchange
东京国际金融期货交易所
Analyzing Application of VaR Approach in Forward Transaction;
浅析VaR方法在金融期货交易中的应用
The Analysis of Hedging and Basic Risk in Financial Futures Markets;
金融期货交易中的套期保值和基差风险分析
FINANCIAL RISK ANALYSIS IN ELECTRICITY MARKETS CONSIDERING FUTURES CONTRACTS;
考虑期货交易的电力市场金融风险分析
An Analysis of the Relationship between Exchange Trade Funds and Stocks Index Futures;
交易所交易基金与股指期货关系探讨
trading in Both actuals and futures in grain
进行现金交易和期货交易两方面的粮食贸易
"The distinction between real or current transactions such as goods and services and financial or capital transactions,"
实际交易或经常交易的区别，诸如货物，劳务·金融或资本交易;
"The distinction between long-turn (non' liquid) and short-turn (liquid) financial transactions,"
长期融通资金交易和短期融通资金交易间的区别;
Research on the Functions of Stock Index Futures Market Based on Margin Financing and Securities Lending Transactions
融资融券交易下的股指期货市场功能研究
The margin requirements will be approximately 10% of the contract value.
交易按金将约为期货合约价值的10%。
EFP(Exchange for Physicals)
期货与现货互转交易
Comparative empirical study on the margin setting of stock index futures calendar spread trading;
股指期货跨期套利交易保证金设置方法的比较
FOX [Futures and Options Exchange]
期货和期权交易所［
DTB Deutsche Terminborse
德国期权及期货交易所
options on futures contract
期货合约的期权交易
THE POSITIVE ANALYSIS OF COPPER FUTURES PRICE RELATIONS BETWEEN LONDON MENTAL EXCHANGE AND SHANGHAI FUTURES EXCHANGS;
上海期货交易所与伦敦金属交易所金属铜期货价格关系的实证分析