International evidence of the forecasting ability of option-implied distributions
Pedro Serrano, Antoni Vaello-Sebastià, M. Magdalena Vich Llompart
| Year of publication: |
2024
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|---|---|
| Authors: | Serrano, Pedro ; Vaello-Sebastià, Antoni ; Vich Llompart, M. Magdalena |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 5, p. 1447-1464
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| Subject: | forecasting | risk-adjusted density options | risk-neutral density | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Schätzung | Estimation | Deutschland | Germany | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3091 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108397