The empirical performance of option-based densities of foreign exchange
Year of publication: |
Nov. 2003 ; [Elektronische Ressource]
|
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Other Persons: | Craig, Ben R. (contributor) ; Keller, Joachim G. (contributor) |
Institutions: | Federal Reserve Bank of Cleveland (contributor) |
Publisher: |
Cleveland, Ohio : Federal Reserve Bank of Cleveland |
Subject: | Density Forecasts | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | USA | United States |
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