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Reliability of soybean and corn option‐based probability assessments

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  • Elvira Maria de Sousa Silva
  • Kandice H. Kahl

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  • Elvira Maria de Sousa Silva & Kandice H. Kahl, 1993. "Reliability of soybean and corn option‐based probability assessments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(7), pages 765-779, October.
    • Handle: RePEc:wly:jfutmk:v:13:y:1993:i:7:p:765-779
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    Cited by:

    1. Clement, E. & Gourieroux, C. & Monfort, A., 2000. "Econometric specification of the risk neutral valuation model," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 117-143.
    2. Christoffersen, Peter & Jacobs, Kris & Chang, Bo Young, 2013. "Forecasting with Option-Implied Information," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 581-656, Elsevier.
    3. Ricardo Crisóstomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 589-603, August.
    4. Bates, David S., 2000. "Post-'87 crash fears in the S&P 500 futures option market," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 181-238.

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