𝔖 Bobbio Scriptorium
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Nonuniformity signal power spectrum and variance of scanistors

✍ Scribed by A. L. Sobolev; L. I. Rusin; E. A. Kozhukhova

Publisher
Springer US
Year
1977
Tongue
English
Weight
129 KB
Volume
20
Category
Article
ISSN
0543-1972

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πŸ“œ SIMILAR VOLUMES

Variance risk premiums and predictive po
Variance risk premiums and predictive power of alternative forward variances in the corn market
✍ Zhiguang Wang; Scott W. Fausti; Bashir A. Qasmi πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 185 KB

## Abstract We propose a fear index for corn using the variance swap rate synthesized from out‐of‐the‐money call and put options as a measure of implied variance. We find negative and time‐varying variance risk premiums (realized variance minus implied variance) in the corn market from 1987 to 2009