Parametric bootstrap tests for futures price and implied volatility biases with application to rating livestock margin insurance for dairy cattle

Marin Bozic; John Newton; S. Cameron; Brian  W. Gould

Parametric bootstrap tests for futures price and implied volatility biases with application to rating livestock margin insurance for dairy cattle

Marin Bozic, John Newton, S. Cameron, Brian W. Gould

Applied Economics

Research output: Book/Report › Other report

Original language	English
Publisher	Unknown Publisher
State	Published - 2012

Bibliographical note

Type: Report

Access

http://purl.umn.edu/135077

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Cite this

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title = "Parametric bootstrap tests for futures price and implied volatility biases with application to rating livestock margin insurance for dairy cattle",

author = "Marin Bozic and John Newton and S. Cameron and Gould, {Brian W.}",

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year = "2012",

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AU - Newton, John

AU - Cameron, S.

AU - Gould, Brian W.

N1 - Type: Report

PY - 2012

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M3 - Other report

BT - Parametric bootstrap tests for futures price and implied volatility biases with application to rating livestock margin insurance for dairy cattle

PB - Unknown Publisher

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