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  1. Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle

    https://aede.osu.edu/node/882

    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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    https://aede.osu.edu/node/33

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    https://aede.osu.edu/node/31

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    https://aede.osu.edu/node/29

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    https://aede.osu.edu/node/30

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