@article{a6f30edd18e5412c871b18cc71123775,
title = "A margin scheme that advises on when to change required margin",
keywords = "Clearinghouse, GARCH model, Implied volatility, Margin in futures market, Volatility forecasts",
author = "Kin Lam and Yu, \{P. L. H.\} and Lee, \{P. H.\}",
year = "2010",
month = nov,
day = "16",
doi = "10.1016/j.ejor.2010.04.028",
language = "English",
volume = "207",
pages = "524--530",
journal = "European Journal of Operational Research",
issn = "0377-2217",
publisher = "Elsevier B.V.",
number = "1",
}