Forecasting with option implied information

Peter Christoffersen, Kris Jacobs and Bo Young Chang

Year of publication:	2011
Authors:	Christoffersen, Peter F. ; Jacobs, Kris ; Chang, Bo Young
Publisher:	Aarhus : School of Economics and Management
Subject:	Optionsgeschäft \| Option trading \| Volatilität \| Volatility \| Korrelation \| Correlation \| Prognoseverfahren \| Forecasting model \| Statistische Verteilung \| Statistical distribution \| Optionspreistheorie \| Option pricing theory

freely available

Full text |

More access options

ideas.repec.org

econpapers.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10009385092

A service of the