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Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques

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Author Info
Andersson, Magnus () (European Central Bank)
Lomakka, Magnus () (AP-fund 1)
Abstract

This paper evaluates the precision of the parametric double lognormal (DLN) and the nonparametric smoothing spline method (SPLINE) for estimating risk-neutral distributions (RNDs) from observed option prices. By using a bootstrap technique confidence bands are estimated for the riskneutral distributions (RNDs) and the width is used as the criterion when evaluating the precision of the two. Previous literature on estimating confidence bands has to a large extent been estimated by Monte Carlo methods. We argue that the bootstrap technique is to be preferred due to the non-normality of the error structure. Our findings favour the SPLINE method, yielding tighter confidence bands. An example showing how the confidence intervals could be used for practical purposes is also provided.

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Publisher Info
Paper provided by Sveriges Riksbank (Central Bank of Sweden) in its series Working Paper Series with number 146.

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Length: 24 pages
Date of creation: 01 Jan 2003
Date of revision:
Publication status: Published in Journal of Banking & Finance, 2005, pages 1535-1557.
Handle: RePEc:hhs:rbnkwp:0146

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Postal: Sveriges Riksbank, SE-103 37 Stockholm, Sweden
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Related research
Keywords: Implied risk-neutral distribution; confidence intervals; bootstrap;

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
E59 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Other
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies

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References listed on IDEAS
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  1. Robert R. Bliss & Nikolaos Panigirtzoglou, 2001. "Recovering risk aversion from options," Working Paper Series WP-01-15, Federal Reserve Bank of Chicago. [Downloadable!]
  2. Melick, William R. & Thomas, Charles P., 1997. "Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(01), pages 91-115, March. [Downloadable!]
  3. Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," Journal of Business, University of Chicago Press, vol. 51(4), pages 621-51, October. [Downloadable!] (restricted)
  4. Ritchey, Robert J, 1990. "Call Option Valuation for Discrete Normal Mixtures," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 13(4), pages 285-96, Winter.
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This page was last updated on 2009-11-30.


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