Model-free implied variance and variance risk premium for commodity futures in China: A study on soybean meal and sugar

TIAN Fengping, YANG Ke

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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (8) : 2015-2029. DOI: 10.12011/SETP2020-1048

Model-free implied variance and variance risk premium for commodity futures in China: A study on soybean meal and sugar

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