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Faculty Selected Works of Hung Gay Fung
Article
Setting the Futures Margin with Price Limits: The Case for Single-Stock Futures
Review of Quantitative Finance and Accounting (2017)
  • Chen-Yu Chen, Chang Jung Christian University
  • Jian-Hsin Chou, National Kaohsiung First University of Science and Technology
  • Hung-Gay Fung, University of Missouri–St. Louis
  • Yiuman Tse, University of Missouri–St. Louis
Link
Disciplines
Publication Date
January 1, 2017
DOI
10.1007/s11156-015-0548-7
Citation Information
Chen-Yu Chen, Jian-Hsin Chou, Hung-Gay Fung and Yiuman Tse. "Setting the Futures Margin with Price Limits: The Case for Single-Stock Futures" Review of Quantitative Finance and Accounting Vol. 48 Iss. 1 (2017) p. 219 - 237
Available at: http://works.bepress.com/hunggay-fung/6/