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Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle
By M. Bozic, J. Newton, C.S. Thraen, B.W. Gould A common approach in the literature, whether the investigation is about futures price risk premiums or biases in option-based implied volatility coefficients, is to use samples in which consecutive observati ...
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CD Weekly Wire- March 18, 2013
https://comdev.osu.edu/osue-cd-professionals/cd-weekly-wire/2013-03-18
AD Update: Share, Learn, and Build Team – ‘Locally and Globally’ ...
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Multimedia
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CD Weekly Wire- March 11, 2013
https://comdev.osu.edu/osue-cd-professionals/cd-weekly-wire/2013-03-11
AD Update: Streamlining Reporting via RiV ...
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CD Weekly Wire- March 4, 2013
https://comdev.osu.edu/osue-cd-professionals/cd-weekly-wire/2013-03-04
AD Update: The Most Overlooked Part of Your Job ...
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CD Weekly Wire- February 25, 2013
https://comdev.osu.edu/osue-cd-professionals/cd-weekly-wire/2013-02-25
AD Update: Making the Most of Meetings ...