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Output details

19 - Business and Management Studies

Output 16 of 461 in the submission

Article title

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

Type

D - Journal article

DOI

Title of journal

Journal of Banking and Finance

Article number

Volume number

Issue number

First page of article

2678

ISSN of journal

0378-4266

Year of publication

2010

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

C - Accounting, Finance, Governance and Banking

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract