Forecasting Fed Cattle, Feeder Cattle, And Corn Cash Price Volatility: The Accuracy Of Time Series, Implied Volatility, And Composite Approaches
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- Manfredo, Mark R. & Leuthold, Raymond M. & Irwin, Scott H., 2001. "Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: The Accuracy of Time Series, Implied Volatility, and Composite Approaches," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 33(03), pages 523-538, December.
References listed on IDEAS
- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
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- Bekkerman, Anton & Pelletier, Denis, 2009. "Basis Volatilities of Corn and Soybean in Spatially Separated Markets: The Effect of Ethanol Demand," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49281, Agricultural and Applied Economics Association.
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Keywordscomposite forecasting; implied volatility; time series; volatility forecasting.; Demand and Price Analysis;
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