The forecast ability of option-implied densities from emerging markets currencies
José Renato Haas Ornelas
| Year of publication: |
may 2016
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|---|---|
| Authors: | Ornelas, José Renato Haas |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 36.2016, 1, p. 133-153
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| Subject: | Relative Risk Aversion | Risk-Neutral Density | Exchange Rates | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Risikoaversion | Risk aversion | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Theorie | Theory | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v36n12016.45406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538981