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: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 6, p. 587-608
|
| Publisher: |
John Wiley & Sons, Ltd. |