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THE STATISTICAL DISTRIBUTION OF U.S. CORN AND SOYBEAN FUTURES PRICES
This thesis investigates the best-fit empirical distribution for daily U.S. corn and soybean futures price changes and examines how distributional choices affect Value-at-Risk (VaR) and Expected Shortfall (ES) estimates. The dataset comprises daily nearby futures prices for corn (11/16/1994–04/23/20
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