Event-related exchange-rate forecasts combining information from betting quotes and option prices
Michael Hanke, Rolf Poulsen, and Alex Weissensteiner
| Year of publication: |
2018
|
|---|---|
| Authors: | Hanke, Michael ; Poulsen, Rolf ; Weissensteiner, Alex |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 6, p. 2663-2683
|
| Subject: | exchange rates | forecasting | risk-neutral densities | betting quotes | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Prognose | Forecast | Optionspreistheorie | Option pricing theory | Glücksspiel | Gambling | Statistische Verteilung | Statistical distribution | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S002210901800042X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012128877