Market Depth in Lean Hog and Live Cattle Futures Markets
Year of publication: |
2008-06-26
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Authors: | Frank, Julieta ; Garcia, Philip |
Subject: | Bayesian MCMC | lean hog futures | liquidity cost | live cattle futures | market depth | market microstructure | Agricultural Finance |
Type of publication: | Other |
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Language: | English |
Notes: | NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management>2008 Conference, April 21-22, 2008, St. Louis, Missouri 2008 NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management |
Source: | BASE |
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