Parametric bootstrap tests for futures price and implied volatility biases with application to rating livestock margin insurance for dairy cattle
by Marin Bozic, John Newton, Cameron S. Thraen and Brian W. Gould
| Year of publication: |
2012
|
|---|---|
| Authors: | Bozic, Marin ; Newton, John ; Thraen, Cameron S. ; Gould, Brian W. |
| Publisher: |
St. Paul, MN : Dep. of Applied Economics, Univ. of Minnesota [u.a.] |
| Subject: | Volatilität | Volatility | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | Online-Ressource, (28 S., 439,21 KB) |
|---|---|
| Series: | Staff paper series / Department of Applied Economics, University of Minnesota. - Minneapolis, Minn. : [Verlag nicht ermittelbar], ZDB-ID 2186912-1. - Vol. 12,09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009627621