Anabelle Couleau

Universidad EAFIT

Carrera 49 N° 7 sur – 50

Bogotá, Antioquia 00000

Colombia

SCHOLARLY PAPERS

2

DOWNLOADS

1

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Microstructure Noise and Realized Variance in the Live Cattle Futures Market

American Journal of Agricultural Economics, Vol. 101, Issue 2, pp. 563-578, 2019
Number of pages: 16 Posted: 21 Apr 2020
Anabelle Couleau, Teresa Serra and Philip Garcia
Universidad EAFIT, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 1 (770,996)
Citation 1
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Abstract:

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Live cattle, futures, microstructure noise, realized variance, integrated variance

2.

Are Corn Futures Prices Getting 'Jumpy'?

American Journal of Agricultural Economics, Vol. 102, Issue 2, pp. 569-588, 2020
Number of pages: 20 Posted: 24 Mar 2020
Anabelle Couleau, Teresa Serra and Philip Garcia
Universidad EAFIT, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics
Downloads 0 (787,981)
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Abstract:

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Corn futures, information shocks, intraday, jump risk, nonparametric test, price jumps