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Parametric Bootstrap Tests for Futures Price and Implied Volatility Biases with Application to Rating Livestock Margin Insurance for Dairy Cattle
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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FST Seminar Spring Seminar Series
https://fst.osu.edu/about-us/events/fst-seminar-spring-seminar-series
Kamran Shavezupir, research scientist at FABE, to present "Collaborating with food science ...
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weaver 7th grade baseball game
https://fst.osu.edu/about-us/events/weaver-7th-grade-baseball-game
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