A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
| Year of publication: |
2010
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|---|---|
| Authors: | Shackleton, Mark B. ; Taylor, Stephen J. ; Yu, Peng |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 11, p. 2678-2694
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