Forecasting fed cattle, feeder cattle, and corn cash price volatility : the accuracy of time series, implied volatility, and composite approaches
Year of publication: |
2001
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Authors: | Manfredo, Mark R. ; Leuthold, Raymond M. ; Irwin, Scott H. |
Published in: |
Journal of agricultural and applied economics. - Lexington, Ky. : SAEA, ISSN 1074-0708, ZDB-ID 1175148-4. - Vol. 33.2001, 3, p. 523-538
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Subject: | Getreidepreis | Grain price | Derivat | Derivative | Optionsgeschäft | Option trading | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | USA | United States | Rinderpreis | Cattle price |
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