Measuring the cost of liquidity in agricultural futures markets : conventional and Bayesian approaches
Year of publication: |
2011
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Authors: | Frank, Julieta ; GarcĂa, Philip |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 42.2011, Suppl., p. 131-139
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Subject: | Rohstoffderivat | Commodity derivative | Agrarprodukt | Agricultural product | Geld-Brief-Spanne | Bid-ask spread | Bayes-Statistik | Bayesian inference |
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