Volatility Spillovers in Agricultural Commodity Markets: An Application Involving Implied Volatilities from Options Markets

Replaced with revised version of paper 07/22/11 and 2/14/2012.

Year of publication:	2011
Authors:	Zhao, Jieyuan ; Goodwin, Barry K.
Institutions:	Agricultural and Applied Economics Association - AAEA
Subject:	Volatility Spillovers \| Implied Volatility \| Structural Change \| Risk and Uncertainty

Extent:	application/pdf
Series:	2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania Number 103636
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009021205