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~institution:"Agricultural and Applied Economics Association - AAEA"
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Agricultural and Applied Economics Association - AAEA
London School of Economics (LSE)
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Center for Economic and Financial Research (CEFIR), New Economic School (NES)
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2010 Annual Meeting, July 25-27, 2010, Denver, Colorado
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Forecasting Volatilities of Corn Futures at Distant Horizons
Wu, Feng
;
Guan, Zhengfei
-
Agricultural and Applied Economics Association - AAEA
-
2010
, which adjust the risk-neutral implied volatility by correctly accounting for the
volatility
risk
premium
. The paper …
Persistent link: https://www.econbiz.de/10009020526
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