Rights statement: This is the peer reviewed version of the following article: Fan R, Taylor SJ, Sandri M. Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices. J Futures Markets. 2018;38:83–103. https://doi.org/10.1002/fut.21859 which has been published in final form at http://onlinelibrary.wiley.com/doi/10.1002fut.21859/abstract This article may be used for non-commercial purposes in accordance With Wiley Terms and Conditions for self-archiving.
Accepted author manuscript, 1.16 MB, PDF document
Available under license: CC BY-NC: Creative Commons Attribution-NonCommercial 4.0 International License
Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
<mark>Journal publication date</mark> | 01/2018 |
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<mark>Journal</mark> | Journal of Futures Markets |
Issue number | 1 |
Volume | 38 |
Number of pages | 21 |
Pages (from-to) | 83-103 |
Publication Status | Published |
Early online date | 5/06/17 |
<mark>Original language</mark> | English |