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The paper examines empirical returns from holding thirty- and ninety-day call and put positions,and the forecasting performance of implied volatility in the live and feeder cattle optionsmarkets. In both markets, implied volatility is an upwardly biased and inefficient predictor ofrealized...
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The paper examines empirical returns from holding thirty- and ninety-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets. In both markets, implied volatility is an upwardly biased and inefficient predictor of realized...
Persistent link: https://www.econbiz.de/10009368384
The paper examined whether increasing agricultural output would lead to an expansion of employment in rural areas in the Caribbean and Sub-Saharan Africa (SSA). The paper found that the agricultural development problems in the Caribbean and SSA are very similar, especially, declining export...
Persistent link: https://www.econbiz.de/10005804751
This paper constructs the index system and econometric model of comprehensive evaluation on urban competitiveness, then adopts the factor analysis method to measure the urban competitiveness of 22 prefecture-level cities in Xinjiang Province. The 22 prefecture-level cities are divided into four...
Persistent link: https://www.econbiz.de/10008496519
We summarize the status of rural areas in China, and introduce the principle of Cluster Analysis. According to related statistical data, per capita net income of rural households in various regions of China is analyzed by adopting the method of Cluster Analysis. The results showed that 31...
Persistent link: https://www.econbiz.de/10008577856
We quantitatively analyze the relationship between the industrial structure and economic growth in Guangdong Province of China from 1980 to 2006 by impulse response function and variance decomposition on the basis of the establishment of VAR model. Result shows that there is a long-term, stable...
Persistent link: https://www.econbiz.de/10008577867
We establish the optimized grey model with logarithm new development coefficient by screening according to the latest statistical data during 2007 in Jiangsu Province. Empirical analysis and prediction research on rural gross social output value in Jiangsu Province from the year 2008 to 2012 are...
Persistent link: https://www.econbiz.de/10008577872