Implied volatility forecasts in the grains complex
David P. Simon
| Year of publication: |
2002
|
|---|---|
| Authors: | Simon, David P. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 10, p. 959-981
|
| Subject: | Rohstoffderivat | Commodity derivative | Getreidehandel | Grain trade | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | 1988-1999 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001696759