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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

    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 ...

  2. Madden Publications

    2006. An assessment model for rating high-threat crop pathogens. Phytopathology 96: 616-621. Madden, L. ...

  3. Machinery Cost Estimates- University of Minnesota