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The Method to Set Margin Levels of Index Futures and Its Empirical Study——The Application of EVT
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Journal of Finance and Economics Vol. 30, Issue 11, pp. 64 - 75 (2004)
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徐国祥, 吴泽智. The Method to Set Margin Levels of Index Futures and Its Empirical Study——The Application of EVT[J]. Journal of Finance and Economics, 2004, 30(11): 64–75. 
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