Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options
Year of publication: |
2006
|
---|---|
Authors: | Egelkraut, Thorsten M. ; Garcia, Philip |
Published in: |
Journal of Agricultural and Resource Economics. - Western Agricultural Economics Association - WAEA. - Vol. 31.2006, 03
|
Publisher: |
Western Agricultural Economics Association - WAEA |
Subject: | agricultural commodity | efficiency | forecasts | implied forward volatility | options | Marketing |
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