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Success and failure of agricultural futures contracts, how to best predict semivariance, and GARCH option pricing with implied volatility

dc.contributor.advisorBrorsen, Wade
dc.contributor.authorN'Zue, Felix Fofana
dc.date.accessioned2016-05-03T14:30:56Z
dc.date.available2016-05-03T14:30:56Z
dc.date.issued1995-07
dc.identifier.urihttps://hdl.handle.net/11244/34480
dc.formatapplication/pdf
dc.languageen_US
dc.rightsCopyright is held by the author who has granted the Oklahoma State University Library the non-exclusive right to share this material in its institutional repository. Contact Digital Library Services at lib-dls@okstate.edu or 405-744-9161 for the permission policy on the use, reproduction or distribution of this material.
dc.titleSuccess and failure of agricultural futures contracts, how to best predict semivariance, and GARCH option pricing with implied volatility
dc.contributor.committeeMemberKoontz, Stephen R.
dc.contributor.committeeMemberKrehbiel, Tim
dc.contributor.committeeMemberWard, Clement E.
osu.filenameThesis-1995D-N999S.pdf
osu.accesstypeOpen Access
dc.type.genreDissertation
dc.type.materialText
dc.subject.keywordsactive cash market
dc.subject.keywordsbuyer concentration
dc.subject.keywordsdelphi technique
dc.subject.keywordsfutures contracts
dc.subject.keywordshomogeneity
dc.subject.keywordsopen interest
dc.subject.keywordsselectivity
dc.subject.keywordsvertical integration
thesis.degree.disciplineAgricultural Economics
thesis.degree.grantorOklahoma State University


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