Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change
نویسندگان
چکیده
Xiaoyang Wang ([email protected]) is a Graduate Research Assistant with the Office of Futures and Options Research in the Department of Agricultural and Consumer Economics in the University of Illinois at Urbana-Champaign. Philip Garcia is the T.A. Hieronymus Distinguished Chair in Futures Markets and Director, Office of Futures and Options Research in the University of Illinois at UrbanaChampaign.
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تاریخ انتشار 2011