Variance risk premiums and predictive power of alternative forward variances in the corn market
| Year of publication: |
2012
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|---|---|
| Authors: | Wang, Zhiguang ; Fausti, Scott W. ; Qasmi, Bashir A. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 6, p. 587-609
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