The Forecasting Performance of German Stock Option Densities
Year of publication: |
2003
|
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Authors: | Keller, Joachim ; Glatzer, Ernst ; Craig, Ben R. ; Scheicher, Martin |
Institutions: | Deutsche Bundesbank |
Subject: | option prices | risk-neutral density | density evaluation | overlapping data |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2003,17 |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; C52 - Model Evaluation and Testing ; C22 - Time-Series Models |
Source: |
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The Forecasting Performance of German Stock Option Densities
Keller, Joachim, (2003)
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The forecasting performance of German stock option densities
Craig, Ben R., (2003)
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Modelling the implied probability of stock market movements
Glatzer, Ernst, (2003)
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The Forecasting Performance of German Stock Option Densities
Keller, Joachim, (2003)
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The Forecasting Performance of German Stock Option Densities
Craig, Ben R., (2007)
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The Forecasting Performance of German Stock Option Densities
Craig, Ben R., (2016)
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