A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices

✍ Scribed by Mark B. Shackleton; Stephen J. Taylor; Peng Yu

• Book ID: 116615643
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 619 KB
• Volume: 34
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2010.05.006