Data/hora: 12/06/2024 12:35:59

Provedor de dados: 	31	
País: 	United States	
Título: 	MIXTURE DISTRIBUTIONS: CURING COMMODITY KURTOSIS?	
Autores: 	Roberts,   Matthew C.	
Data: 	1999-08-17	
Ano: 	1999	
Palavras-chave: 	Agribusiness; Research Methods/ Statistical Methods.	
Resumo: 	Recent research has determined that commodity prices often exhibit distributional characteristics inconsistent with normality or log-normality.  We utilize discrete mixtures of log-normals in a GARCH framework to model corn, wheat, and soybean prices.  Options premiums are simulated and compared to actual premiums and premiums generated under standard Black-Scholes assumptions.	
Tipo: 	Conference Paper or Presentation	
Idioma: 	Inglês	
Identificador: 	1687

http://purl.umn.edu/21604	
Editor: 	AgEcon Search	
Relação: 	American Agricultural Economics Association&gt;1999 Annual meeting, August 8-11, Nashville, TN

Selected Paper	
Formato: 	9

application/pdf