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  • Search: subject:"Copula Simulation"
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Year of publication
Subject
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Agricultural Finance 2 Conditional Kernel Density 2 Copula Simulation 2 Down-side Risk 2 Government Payments 2 LPM2 Hedge Model 2 Crop Insurance Policies 1 Crop InsurancePolicies 1
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Online availability
All
Free 2
Type of publication
All
Book / Working Paper 1 Other 1
Language
All
English 1 Undetermined 1
Author
All
Barnett, Barry J. 2 Houston, Jack E. 2 Vedenov, Dmitry V. 2 Zhang, Rui 2
Institution
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Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign 1
Published in...
All
2008 Conference, April 21-22, 2008, St. Louis, Missouri 1
Source
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BASE 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Impacts of government risk management policies on hedging in futures and options:LPM2 hedge model vs. EU hedge model
Zhang, Rui; Houston, Jack E.; Vedenov, Dmitry V.; … - 2008
relatively new simulation concepts, copula simulation and conditional kernel density approach, to make the simulation assumptions … less restrictive and more consistent with observations. The copula simulation applied in this study allows yield and price …
Persistent link: https://www.econbiz.de/10009446281
Saved in:
Cover Image
Impacts of government risk management policies on hedging in futures and options:LPM2 hedge model vs. EU hedge model
Zhang, Rui; Houston, Jack E.; Vedenov, Dmitry V.; … - Department of Agricultural and Consumer Economics, … - 2008
relatively new simulation concepts, copula simulation and conditional kernel density approach, to make the simulation assumptions … less restrictive and more consistent with observations. The copula simulation applied in this study allows yield and price …
Persistent link: https://www.econbiz.de/10005525101
Saved in:
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