Heterogeneous Responses to Market Information and The Impact on Price Volatility and Trading Volume: The Case of Class III Milk Futures
Year of publication: |
2014
|
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Authors: | Du, Xiaodong ; Dong, Fengxia |
Institutions: | Agricultural and Applied Economics Association - AAEA |
Subject: | Bayesian methods | classified pricing | microstructure model | stochastic volatility | Agricultural Finance | Financial Economics | Risk and Uncertainty |
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