英文文献：Nonstationarity Of Soybean Futures Price Distributions: Option-Based Evidence
英文文献作者：Sherrick, Bruce J.,Irwin, Scott H.,Forster, D. Lynn
英文文献摘要：
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.