Forecasting with option-implied information
Peter Christoffersen, Kris Jacobs and Bo Young Chang
| Year of publication: |
[2013]
|
|---|---|
| Authors: | Christoffersen, Peter F. ; Jacobs, Kris ; Chang, Bo Young |
| Published in: |
Handbook of economic forecasting ; Volume 2A. - Amsterdam : North Holland, ISBN 978-0-444-53683-9. - 2013, p. 581-656
|
| Subject: | Volatility | Skewness | Kurtosis | Density forecasting | Risk-neutral | Optionsgeschäft | Option trading | Volatilität | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011507021