Julieta Frank
Julieta Frank
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Termination of hull-imposed dormancy in developing barley grains is correlated with changes in embryonic ABA levels and sensitivity
RL Benech-Arnold, MC Giallorenzi, J Frank, V Rodriguez
Seed Science Research 9 (1), 39-47, 1999
Bid‐ask spreads, volume, and volatility: Evidence from livestock markets
J Frank, P Garcia
American Journal of Agricultural Economics 93 (1), 209-225, 2011
Binary option pricing using fuzzy numbers
A Thavaneswaran, SS Appadoo, J Frank
Applied Mathematics Letters 26 (1), 65-72, 2013
Time-varying risk premium: further evidence in agricultural futures markets
J Frank, P Garcia
Applied Economics 41 (6), 715-725, 2009
Generalized value at risk forecasting
A Thavaneswaran, A Paseka, J Frank
Communications in Statistics-Theory and Methods 49 (20), 4988-4995, 2020
How strong are the linkages among agricultural, oil, and exchange rate markets?
J Frank, P Garcia
Price discovery in agricultural futures markets: Should we look beyond the best bid‐ask spread?
M Arzandeh, J Frank
American Journal of Agricultural Economics 101 (5), 1482-1498, 2019
Fuzzy option pricing using a novel data-driven feed forward neural network volatility model
A Thavaneswaran, RK Thulasiram, J Frank, Z Zhu, M Singh
2019 IEEE international conference on fuzzy systems (FUZZ-IEEE), 1-6, 2019
Portfolio optimization using a novel data-driven EWMA covariance model with big data
Z Zhu, A Thavaneswaran, A Paseka, J Frank, R Thulasiram
2020 IEEE 44th Annual Computers, Software, and Applications Conference …, 2020
To what surprises do hog futures markets respond?
J Frank, P Garcia, SH Irwin
Journal of Agricultural and Applied Economics 40 (1), 73-87, 2008
Inference for random coefficient volatility models
A Thavaneswaran, Y Liang, J Frank
Statistics & Probability Letters 82 (12), 2086-2090, 2012
Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches
J Frank, P Garcia
Agricultural Economics 42, 131-140, 2011
Seasonal Volatility Models
A Doshi, J Frank, A Thavaneswaran
Journal of Statistical Theory and Applications 10 (1), 1-10, 2011
Marketing strategies in the Canadian beef sector
J Frank, D Brewin
How Strong are the Linkages among Agricultural
J Frank, P Garcia
Oil, and Exchange Rate Markets, 2010
Recent Developments in Seasonal Volatility Models
J Frank, M Ghahramani, A Thavaneswaran
Advances in Econometrics - Theory and Applications, 31-44, 2011
Cash Settlement of Lean Hog Futures Contracts Reexamined
M Gomez, J Frank, E Kunda, P Garcia
Review of Futures Markets 18 (2), 173-191, 2009
Market depth in lean hog and live cattle futures markets
J Frank, P Garcia
Complex Choices: Producers Risk Management Strategies
JME Pennings, O Isengildina, SH Irwin, DL Good, P Garcia, J Frank, ...
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets
J Frank, P Garcia
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