Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements

Michael R. Thomsen, Andrew McKenzie and Gabriel Power

No 49354, 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin from Agricultural and Applied Economics Association

Keywords: Financial Economics; Livestock Production/Industries; Risk and Uncertainty (search for similar items in EconPapers)
Pages: 18
Date: 2009
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea09:49354

DOI: 10.22004/ag.econ.49354

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