1 research outputs found
A Multi-Horizon Comparison of Density Forecasts for the S&P 500 Using Index Returns and Option Prices
- Author
- A Kostakis
- A Medvedev
- A P Dawid
- A S Tay
- B Dumas
- B Dupire
- B Eraker
- B Eraker
- B J Blair
- B J Kang
- B W Silverman
- C S Jones
- C S Jones
- Chyawat Martens
- D Duffie
- D S Bates
- D S Bates
- D S Bates
- D W Bunn
- E Derman
- E Jondeau
- E Jondeau
- E Konstantinidi
- F Black
- F M Bandi
- F X Diebold
- F X Diebold
- G Bakshi
- G Bakshi
- G Bakshi
- G Barone-Adesi
- G Chalamandaris
- G G Amisano
- G J Jiang
- I Anagnou-Basioudis
- J Berkowitz
- J C Jackwerth
- J C Jackwerth
- J L Kling
- J Liu
- J Pan
- J V Rosenberg
- J.-Z Huang
- L R Glosten
- M Broadie
- M Chernov
- M Martens
- M Rosenblatt
- Mark B. Shackleton
- P Carr
- P Christoffersen
- P Christoffersen
- P Christoffersen
- P Christoffersen
- P Christoffersen
- P L Fackler
- P Santa-Clara
- Peng Yu
- R Bliss
- R Bliss
- S J Taylor
- S J Taylor
- S Kullback
- S L Heston
- Stephen J. Taylor
- T Bollerslev
- T G Andersen
- T G Andersen
- T G Andersen
- W R Melick
- X Liu
- Y Ait-Sahalia
- Y Ait-Sahalia
- Y Bao
- Y Hong
- Y Hong
- Y.-H Wang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study
No full text
