Asset Details

  • Description:
  • Estimated Conditional Standard Deviation for Soybean Returns (June 2003–August 2014)a (a) Model A includes variables for days of the week, months and announcement of crop reports (Equation ). Model B includes extra binary variables for announcements in specific months of the year (Equation ).
  • License:
  • Rights Managed
  • Rights Holder:
  • John Wiley & Sons, Inc.
  • License Rights Holder:
  • © 2016 Wiley Periodicals, Inc.
  • Asset Type:
  • Image
  • Asset Subtype:
  • Chart/Graph
  • Image Orientation:
  • Landscape
  • Image Dimensions:
  • 623 x 349
  • Image File Size:
  • 42.5 KB
  • Creator:
  • Fabio L. Mattos, Rodrigo L. F. Silveira
  • Credit:
  • Mattos, F. L., & Silveira, R. L. F. (2016). Futures Price Response to Crop Reports in Grain Markets. Journal of Futures Markets, 36(10), 923-942..
  • Collection:
  • Keywords:
  • Restrictions:
  • Property Release:
  • No
  • Model Release:
  • No
  • Purchasable:
  • Yes
  • Sensitive Materials:
  • No
  • Article Authors:
  • Fabio L. Mattos, Rodrigo L. F. Silveira
  • Article Copyright Year:
  • 2016
  • Publication Volume:
  • 36
  • Publication Issue:
  • 10
  • Publication Date:
  • 10/01/2016
  • DOI:

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