Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities
Francisco Alonso and Roberto Blanco; Gonzalo Rubio
| Year of publication: |
2005
|
|---|---|
| Authors: | Alonso Sánchez, Francisco ; Blanco, Roberto ; Rubio, Gonzalo |
| Publisher: |
Madrid : Banco de España |
| Subject: | Aktienindex | Stock index | Optionsgeschäft | Option trading | Spanien | Spain |
| Extent: | 27 S graph. Darst |
|---|---|
| Series: | Documentos de trabajo / Banco de España, Servicio de Estudios. - Madrid, ISSN 0213-2710, ZDB-ID 1454681-4. - Vol. 0504 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.bde.es/informes/be/docs/dt0504e.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002992833