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Results for Risk-transformations
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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