The Pricing of Variance Risks in Agricultural Futures Markets: Do Jumps Matter?
Xinyue He,
Siyu Bian,
Teresa Serra
European Review of Agricultural Economics,
vol. 50, 2023, p. 1428-1452.
The Pricing of Variance Risks in Agricultural Futures Markets: Do Jumps Matter?
Xinyue He,
Siyu Bian,
Teresa Serra
European Review of Agricultural Economics,
vol. 50, 2023, p. 1428-1452.