Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change
Year of publication: |
2011
|
---|---|
Authors: | Wang, Xiaoyang ; Garcia, Philip |
Institutions: | Agricultural and Applied Economics Association - AAEA |
Subject: | corn price volatility | long memory | seasonality | structural change | forecasting | Agricultural Finance | Risk and Uncertainty |
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