AGRIS - International System for Agricultural Science and Technology

Microstructure Noise and Realized Variance in the Live Cattle Futures Market

2019

Couleau, Anabelle | Serra, Teresa | Garcia, Philip


Bibliographic information
American journal of agricultural economics
Volume 101 Issue 2 Pagination 563 - 578 ISSN 0002-9092
Publisher
Oxford University Press
Other Subjects
United states; Commodity futures; Variance; Market microstructure
Language
English
Note
Journal article
Type
Journal Article; Text

2024-02-28
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