Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases With Application to Rating Dairy Margin Insurance
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DOI: 10.22004/ag.econ.170416
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Cited by:
- John Newton & Cameron S. Thraen & Marin Bozic, 2016. "Evaluating Policy Design Choices for the Margin Protection Program for Dairy Producers: An Expected Indemnity Approach," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 38(4), pages 712-730.
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More about this item
Keywords
Agricultural and Food Policy; Research Methods/ Statistical Methods; Risk and Uncertainty;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2014-12-08 (Agricultural Economics)
- NEP-RMG-2014-12-08 (Risk Management)
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