Results for Density forecasts

Publications & Outputs

1. A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices

   Shackleton, M. B., Taylor, S. J. & Yu, P., 11/2010, In: Journal of Banking and Finance. 34, 11, p. 2678-2693 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review