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

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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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 53306535
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
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  Data: <searchLink fieldCode="AR" term="%22Shackleton%2C+Mark+B%2E%22">Shackleton, Mark B.</searchLink><relatesTo>1</relatesTo><i> m.shackleton@lancaster.ac.uk</i><br /><searchLink fieldCode="AR" term="%22Taylor%2C+Stephen+J%2E%22">Taylor, Stephen J.</searchLink><relatesTo>1</relatesTo><i> s.taylor@lancaster.ac.uk</i><br /><searchLink fieldCode="AR" term="%22Yu%2C+Peng%22">Yu, Peng</searchLink><relatesTo>2</relatesTo><i> peng.yu@hsbcib.com</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Banking+%26+Finance%22">Journal of Banking & Finance</searchLink>. Nov2010, Vol. 34 Issue 11, p2678-2693. 16p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1016/j.jbankfin.2010.05.006
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      – Code: eng
        Text: English
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        PageCount: 16
        StartPage: 2678
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      – TitleFull: A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
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            NameFull: Shackleton, Mark B.
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            NameFull: Taylor, Stephen J.
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            NameFull: Yu, Peng
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            – D: 01
              M: 11
              Text: Nov2010
              Type: published
              Y: 2010
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              Value: 34
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              Value: 11
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            – TitleFull: Journal of Banking & Finance
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