@article{Sherrick:270920,
      recid = {270920},
      author = {Sherrick, Bruce J. and Irwin, Scott H. and Forster, D.  Lynn},
      title = {NONSTATIONARITY OF SOYBEAN FUTURES PRICE DISTRIBUTIONS:  OPTION-BASED EVIDENCE},
      address = {1990-08-05},
      number = {1974-2018-2364},
      pages = {16},
      month = {Aug},
      year = {1990},
      abstract = {No-Arbitrage option pricing models are used to estimate ex  ante soybean futures price distributions. Volatility  measures of these distributions are modeled in an  endogenous-switchpoint regression as functions of price  level and time-to-maturity. Results indicate volatility  measures are not stationary, and exhibit regime dependent  influences of time-to-maturity and price level.},
      url = {http://ageconsearch.umn.edu/record/270920},
      doi = {https://doi.org/10.22004/ag.econ.270920},
}