A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Saved in:
| Title: | A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices |
|---|---|
| Authors: | Shackleton, Mark B.1 m.shackleton@lancaster.ac.uk, Taylor, Stephen J.1 s.taylor@lancaster.ac.uk, Yu, Peng2 peng.yu@hsbcib.com |
| Source: | Journal of Banking & Finance. Nov2010, Vol. 34 Issue 11, p2678-2693. 16p. |
| Database: | Business Source Ultimate |
| ISSN: | 03784266 |
|---|---|
| DOI: | 10.1016/j.jbankfin.2010.05.006 |
