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Testing for a time-varying risk premium in the returns to US farmland
Hanson, Steven D. - In: Journal of empirical finance 2 (1995) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10001203343
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Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach
Moschini, Giancarlo; Myers, Robert J. - In: Journal of empirical finance 9 (2002) 5, pp. 589-604
Persistent link: https://www.econbiz.de/10007234570
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Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, GianCarlo; Myers, Robert J. - In: Journal of empirical finance 9 (2002) 5, pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
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Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng; Myers, Robert J.; Guan, Zhengfei; Wang, Zhiguang - In: Journal of empirical finance 34 (2015), pp. 260-274
Persistent link: https://www.econbiz.de/10011557143