The Empirical Performance of Option Based Densities of Foreign Exchange
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- Gabriela De Raaij & Burkhard Raunig, 2005. "Evaluating density forecasts from models of stock market returns," The European Journal of Finance, Taylor & Francis Journals, vol. 11(2), pages 151-166.
- Ben R. Craig & Ernst Glatzer & Joachim G. Keller & Martin Scheicher, 2003.
"The forecasting performance of German stock option densities,"
0312, Federal Reserve Bank of Cleveland.
- Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin, 2003. "The Forecasting Performance of German Stock Option Densities," Discussion Paper Series 1: Economic Studies 2003,17, Deutsche Bundesbank.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-04-15 (All new papers)
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