Alternative estimates of weighted implied volatilities from soybean and live cattle options

C-Tier
Journal: Journal of Futures Markets
Year: 1990
Volume: 10
Issue: 4
Pages: 353-366

Authors (1)

Calum G. Turvey (Cornell University)

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:wly:jfutmk:v:10:y:1990:i:4:p:353-366
Journal Field
Finance
Author Count
1
Added to Database
2026-02-17