Measuring the volatility of wheat futures prices on the LIFFE
Year of publication: |
2015
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Authors: | Dawson, Philip J. |
Published in: |
Journal of agricultural economics. - Oxford : Wiley-Blackwell, ISSN 0021-857X, ZDB-ID 410345-2. - Vol. 66.2015, 1, p. 20-35
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Subject: | constant elasticity of variance | EGARCH | volatility | wheat futures price | Volatilität | Volatility | Weizenmarkt | Wheat market | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Weizen | Wheat |
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