A Multi-Horizon Comparison of Density Forecasts for the S&P 500 Using Index Returns and Option Prices
Year: 2010
Type: article
Source: Journal of Banking & Finance
Authors: Mark B. Shackleton, Stephen J. Taylor, Peng Yu
Institutions: Lancaster University, HSBC Holdings
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funders: Athens University of Economics and Business, Universität Basel, London School of Economics and Political Science, University of Cyprus, National Chengchi University, University of Warwick, Imperial College London, University of Reading, National Central University, Universidad Carlos III de Madrid, Universität Zürich, National Taiwan University, Peking University
OpenAlex ID: W3123409264