Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices (2017)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1002/fut.21859
Publication URI: http://dx.doi.org/10.1002/fut.21859
Type: Journal Article/Review
Parent Publication: Journal of Futures Markets
Issue: 1