-
1
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey D.A., & Fuller W.A. (1979). Distribution of the Estimators for Autoregressive Time Series with a Unit Root. Journal of the American Statistical Association, 74, 427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
2
-
-
0000013567
-
Co-integration and error correction: Representation, estimation and testing
-
Engle R.F., & Granger C.W.J. (1987). Co-Integration and Error Correction: Representation, Estimation and Testing. Econometrica, 55, 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
3
-
-
0039745139
-
Further evidence on soybean marketing strategies: The role of options
-
Frank, S.D., Irwin, S. H., Pfeiffer, G.H., & Curtis, C.E. (1989). Further Evidence on Soybean Marketing Strategies: The Role of Options. North Central Journal of Agricultural Economics, 11, 213-219.
-
(1989)
North Central Journal of Agricultural Economics
, vol.11
, pp. 213-219
-
-
Frank, S.D.1
Irwin, S.H.2
Pfeiffer, G.H.3
Curtis, C.E.4
-
4
-
-
84978549196
-
The soybean complex spread: An examination of market efficiency from the viewpoint of the production process
-
Johnson, R., Zulauf, C., Irwin, S., & Gerlow, M. (1991). The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of the Production Process. The Journal of Futures Markets, 11, 25-37.
-
(1991)
The Journal of Futures Markets
, vol.11
, pp. 25-37
-
-
Johnson, R.1
Zulauf, C.2
Irwin, S.3
Gerlow, M.4
-
5
-
-
84978553316
-
Analysis of profit margin hedging strategies for hog producers
-
Kenyon, D.E., & Clay J. (1987). Analysis of Profit Margin Hedging Strategies for Hog Producers. The Journal of Futures Markets, 7, 183-202.
-
(1987)
The Journal of Futures Markets
, vol.7
, pp. 183-202
-
-
Kenyon, D.E.1
Clay, J.2
-
6
-
-
0039152701
-
Profit margin hedging in the rroiler industry
-
Board of Trade of the City of Chicago
-
Kenyon, D.E., & Shapiro, N.P. (1976). Profit Margin Hedging in the Rroiler Industry. Futures Trading Seminar Proceedings, Board of Trade of the City of Chicago, 4, 58-70.
-
(1976)
Futures Trading Seminar Proceedings
, vol.4
, pp. 58-70
-
-
Kenyon, D.E.1
Shapiro, N.P.2
-
7
-
-
0030527592
-
Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
-
Park, T.H., & Switzer L.N. (1996). Mean Reversion of Interest-Rate Term Premiums and Profits from Trading Strategies with Treasury Futures Spreads. The Journal of Futures Markets, 16, 331-352.
-
(1996)
The Journal of Futures Markets
, vol.16
, pp. 331-352
-
-
Park, T.H.1
Switzer, L.N.2
-
8
-
-
84978569340
-
Putting on the crush: Day trading the soybean complex spread
-
Rechner D., & Poitras G. (1993). Putting on the Crush: Day Trading the Soybean Complex Spread. The Journal of Futures Markets, 13, 61-75.
-
(1993)
The Journal of Futures Markets
, vol.13
, pp. 61-75
-
-
Rechner, D.1
Poitras, G.2
-
9
-
-
84978549418
-
Comparison of selective hedging and options strategies in cattle feedlot risk management
-
Schroeder, T.C., & Hayenga, M.L. (1988). Comparison of Selective Hedging and Options Strategies in Cattle Feedlot Risk Management. The Journal of Futures Markets, 8, 141-156.
-
(1988)
The Journal of Futures Markets
, vol.8
, pp. 141-156
-
-
Schroeder, T.C.1
Hayenga, M.L.2
-
10
-
-
0040337055
-
The soybean industry
-
U.S. Department of Agriculture, Economic Research Service (1988). The Soybean Industry. Agricultural Economic Report No. 588.
-
(1988)
Agricultural Economic Report No. 588
, vol.588
-
-
-
11
-
-
0000095552
-
A heteroscedasticity-consistent covariance matrix extimator and direct tests for heteroskedasticity
-
White, H. (1980). A Heteroscedasticity-Consistent Covariance Matrix Extimator and Direct Tests for Heteroskedasticity. Econometrica 48, 817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|