Advanced Search
Displaying assets from 1 to 30 out of 10
-
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...
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Estimated Coefficients for Binary Variables Related to Crop Reports Using Different Returns Definition (June 2003–August 2014)
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Estimated Conditional Standard Deviation for Corn 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...
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Mean Absolute Returns (%) and Mean Squared Returns (%) for Soybeans and Corn (June 2003–August 2014)
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Estimated Regression Models for Corn and Soybean Daily Trading Volume in the CME Group Futures Market (June 2003–August 2014)
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Daily Futures Prices and Open‐to‐Close Percentage Daily Returns for Soybeans and Corn (June 2003–August 2014)
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Time Lag Between the Announcements of USDA and CONAB Monthly Crop Reports
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Estimated TARCH Model for Corn Returns (June 2003–August 2014)
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Descriptive Statistics of Open‐To‐Close Percentage Daily Returns and Absolute Percentage Daily Returns for Soybeans and Corn (June 2003–August 2014)
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets -
Description Impact of the External Factor Variables on Conditional Volatility of Soybean and Corn Futures Returns (June 2003–August 2014)
Article Title: Futures Price Response to Crop Reports in Grain Markets
Publication Title: Journal of Futures Markets