THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET
Year of publication: |
2003-07-11
|
---|---|
Authors: | Egelkraut, Thorsten M. ; Garcia, Philip ; Sherrick, Bruce J. |
Publisher: |
AgEcon Search |
Subject: | corn options | implied forward volatility | informational content | term structure | Marketing |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Congress Report |
Language: | English |
Notes: | NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management>2003 Conference, St. Louis, Missouri, April 21-22 2003 Conference, St. Louis, Missouri, April 21-22 |
Source: | BASE |
-
Egelkraut, Thorsten M., (2003)
-
Egelkraut, Thorsten M., (2006)
-
Forecasting Volatilities of Corn Futures at Distant Horizons
Wu, Feng, (2010)
- More ...
-
Egelkraut, Thorsten M., (2007)
-
Egelkraut, Thorsten M., (2003)
-
Egelkraut, Thorsten M., (2007)
- More ...