Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements
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References listed on IDEAS
- Ser-Huang Poon & Clive W.J. Granger, 2003. "Forecasting Volatility in Financial Markets: A Review," Journal of Economic Literature, American Economic Association, vol. 41(2), pages 478-539, June.
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More about this item
Keywordsoptions markets; live cattle; volatility; pricing density function; Financial Economics; Livestock Production/Industries; Risk and Uncertainty;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-16 (All new papers)
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