Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements
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Bibliographic InfoPaper provided by Agricultural and Applied Economics Association in its series 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin with number 49354.
Date of creation: 2009
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options markets; live cattle; volatility; pricing density function; Financial Economics; Livestock Production/Industries; Risk and Uncertainty;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-16 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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