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Benavides Perales, Guillermo
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The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat
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Benavides Perales, Guillermo
Published 2010
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Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar
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Benavides Perales, Guillermo
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Mora Cuevas, Israel Felipe
Published 2008
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Related Subjects
Agricultural commodities
BEKK model
Samuelson hypothesis
currency option implied volatility
exchange rate
multivariate GARCH
non-parametric methods
parametric methods
risk-neutral densities
theory of storage