The pricing of variance risks in agricultural futures markets: do jumps matter?

标题
The pricing of variance risks in agricultural futures markets: do jumps matter?
作者
关键词
-
出版物
EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS
Volume 50, Issue 4, Pages 1428-1452
出版商
Oxford University Press (OUP)
发表日期
2023-08-19
DOI
10.1093/erae/jbad026

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