The empirical performance of option based densities of foreign exchange /

The empirical performance of option based densities of foreign exchange /

Bibliographic Details
Main Author: Craig, Ben R
Other Authors: Keller, Joachim G
Format: Book
Published: Frankfurt Deutsche Bundesbank. Economic Research Centre 2002
Series:Discussion paper (Deutsche Bundesbank) Series 1: Studies of the Economic Research Centre no. 07/02
Subjects:
OPCIONES
PRECIOS
PRONOSTICOS
MERCADO DE OPCIONES
Online Access:http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2002/2002_03_22_dkp_07.pdf?__blob=publicationFile

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245 1 4 |a The empirical performance of option based densities of foreign exchange /  |c Ben R. Craig, Joachim G. Keller. 
260 |b Deutsche Bundesbank. Economic Research Centre  |a Frankfurt  |c 2002 
300 |a 29 p. 
490 1 |a Discussion paper ;  |v no. 07/02 
504 |a Incluye bibliografía. 
505 0 |a 1. Introduction -- 2. The data -- 3. Estimation of the density forecasts -- 4. Evaluating density forecasts -- 5. The results -- 6. Concluding remarks -- Remarks. 
650 |a OPCIONES  
650 |a PRECIOS  
650 |a PRONOSTICOS  
650 |a MERCADO DE OPCIONES 
700 1 |a Keller, Joachim G 
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