An asymmetric process between initial margin requirements and volatility: New evidence from Japanese stock market

2012 ◽  
Vol 6 (29) ◽  
Author(s):  
Sohn
1991 ◽  
Vol 12 (2) ◽  
pp. 183-195 ◽  
Author(s):  
William T. Ziemba ◽  
Sandra L. Schwartz

2000 ◽  
Vol 67 (2) ◽  
pp. 345 ◽  
Author(s):  
Steven E. Abraham ◽  
Paula B. Voos

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