Options-based forecasts of futures prices in the presence of limit moves
Thorsten M. Egelkraut, Philip Garcia and Bruce J. Sherrick
| Year of publication: |
2007
|
|---|---|
| Authors: | Egelkraut, Thorsten Michael ; García, Philip ; Sherrick, Bruce J. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 39.2007, 1/3, p. 145-152
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| Subject: | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Sojabohne | Soybean | Schweine | Pigs | Mais | Maize | USA | United States | 1987-2001 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003427270