Implied volatility forecasts in the grains complex
Year of publication: |
2002
|
---|---|
Authors: | Simon, David P. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 10, p. 959-981
|
Subject: | Rohstoffderivat | Commodity derivative | Getreidehandel | Grain trade | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | 1988-1999 |
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