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Generalized Autoregressive Conditional Heteroskedasticity as a Model of the Distribution of Futures Returns
About This Publication
Publication Date:
June 1, 1989
Publication Date:
B. Wade Brorsen and Seung-Ryong Yang
Report ID: NCR134_11_1989
Confp10 89
Market Prices
Sections
Agricultural Law
Agricultural Policy
Crop Insurance
Farmland Values
FAST Tools
Field Crop Production
Livestock Production
Management
Marketing & Outlook
Tools
Crop Insurance Tools
Cover Crop Analyzer
Crop Insurance Decision Tool (Sheet)
Crop Insurance Payment Evaluator
Crop Insurance Premium Calculator
Crop Insurance Summary of Business Tool (Sheet)
ECO/SCO Payment Estimator (Sheet)
Margin Protection Tool (Sheet)
Post Application Coverage Endorsement Tool (Sheet)
Price Distribution Tool
Farmland Values
Farmland Correlation With Other Assets
Farmland Index Construction Utility
Farmland Values and Returns by State
Land Purchase Evaluation Tool
Representative Parcel Transfer Information
Returns to Alternative Investments by Holding Interval
US AG Sector Balance Sheet Data Through Time
FAST Spreadsheet Tools
Farm Bill What-If Tool
Balance Sheet & Historical Financial Statements
Cash Rent with Bonus Worksheet
Crop Insurance Decision Tool
Crop Insurance Summary of Business Tool
ECO/SCO Payment Estimator
Farm Projection Tool
Land Purchase Analysis
Planting Decision Model
Post Application Coverage Endorsement Tool
—
Appraisal of Current Financial Position
Beef Profitability Model
Biomass Crop Budget Tool – Corn Stover
Biomass Crop Budget Tool – Miscanthus and Switchgrass
Capital Budgeting Analysis
Carbon Calculator
Cash to Accrual Income Approximation
Corn & Soybean Basis Tool
Cost of Feedstuffs Calculator
Dairy Profitability Model
Earned Net Worth Allocation
Enterprise Allocation Module
Estimation of Deferred Taxes
Ethanol Dry Mill Plant Simulator
Farm Rent Evaluator
Grain Storage Purchase Analysis
Grain Inventory Management
Grain Pricing Tool
Illinois Soil Productivity and Yield Utilities
Lease vs Purchase Analysis
Loan Amortization
Loan Comparison
Machinery Economics
Machinery Financing
MACRS Calculator
Margin Protection Tool
Marketing and Crop Insurance Risk Model
Monthly Cash Flow Planning
New Company Simulator
Personal Financial Statements
Quick Cash Flow Projections
Repayment Capacity Analysis
Revolving Loan Calculator
Savings Calculator
Specialty Commodity Breakeven Analysis
Time Value Tools
Yield Risk Evaluator
Illinois Farm Management Handbook
Machinery Costs
Finance
Illinois Crop Budgets and Historic Returns
Farmland Leasing
Whole Farm and Other Reports
ARC / PLC Decision
ARC/PLC Calculators
2025 Farm Bill What-If Tool (Sheet)
ARC/PLC Calculator (Online)
Publications
farmdoc daily (March 2011 to present)
Weekly Outlook
Weekly Farm Economics
Gardner Policy Series
Early farmdoc Publications
AgMAS Reports
Farm Economics Facts & Opinions (FEFO)
Marketing and Outlook Research Briefs
Marketing and Outlook Research Reports
Weekly Outlook
Webinars/Events
Webinars
Upcoming
Archive
5-minute farmdoc Archive
Farmdoc Academy
Farm Assets Conference
Illinois Farm Economics Summit
IFES Archive
Sponsors/Donate
Sponsors
Corporate Sponsors
Platinum Sponsors
Silver Sponsors
farmdoc Sponsorship
Friends of farmdoc
Donation Form
About Us
Our Story
Digging Deeper
Our People
Connect / Subscribe
Policies
20th Anniversary
Educational Partners
Department of ACE
FBFM
Extension
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