Variance risk premiums and predictive power of alternative forward variances in the corn market

Zhiguang Wang, Scott Fausti and Bashir A. Qasmi

Journal of Futures Markets, 2012, vol. 32, issue 6, 587-608

Date: 2012
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Working Paper: Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market (2010)
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