Search Results - subject:"Composite Forecasting"

FORECASTING FED CATTLE, FEEDER CATTLE, AND CORN CASH PRICE VOLATILITY: THE ACCURACY OF TIME SERIES, IMPLIED VOLATILITY, AND COMPOSITE APPROACHES

Manfredo, Mark R.; Leuthold, Raymond M.; Irwin, Scott H. - 2001

Economists and others need estimates of future cash price volatility to use in risk management evaluation and education programs. This paper evaluates the performance of alternative volatility forecasts for fed cattle, feeder cattle, and corn cash price returns. Forecasts include time series...

Persistent link: https://www.econbiz.de/10009446898

FORECASTING FED CATTLE, FEEDER CATTLE, AND CORN CASH PRICE VOLATILITY: THE ACCURACY OF TIME SERIES, IMPLIED VOLATILITY, AND COMPOSITE APPROACHES

Manfredo, Mark R.; Leuthold, Raymond M.; Irwin, Scott H. - In: Journal of Agricultural and Applied Economics 33 (2001) 03

Persistent link: https://www.econbiz.de/10005469312