Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities
| Year of publication: |
2005-01
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|---|---|
| Authors: | Alonso, Francisco ; Blanco, Roberto ; Rubio Irigoyen, Gonzalo |
| Institutions: | Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales |
| Subject: | risk-neutral densities | forecasting performance |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series DFAEII 2005.09 Number 2005-09 |
| Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10004972651