The accuracy of density forecasts from foreign exchange options
Peter Christoffersen; Stefano Mazzotta
| Year of publication: |
2005
|
|---|---|
| Authors: | Christoffersen, Peter F. ; Mazzotta, Stefano |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 3.2005, 4, p. 578-605
|
| Subject: | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Theorie | Theory | Devisenoption | Currency option | Schätzung | Estimation | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003154312