Variance risk premiums and predictive power of alternative forward variances in the corn market
Year of publication: |
2012
|
---|---|
Authors: | Wang, Zhiguang ; Fausti, Scott W. ; Qasmi, Bashir A. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 6, p. 587-608
|
Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Volatilität | Volatility |
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