Testing the stability of implied probability density functions

Journal of Banking and Finance

Volumn 26, Issue 2-3, 2002, Pages 381-422

  Bliss, Robert R ^a   Panigirtzoglou, Nikolaos ^b  

^a FEDERAL RESERVE BANK OF CHICAGO   (United States)

^b BANK OF ENGLAND   (United Kingdom)

Author keywords

Confidence intervals; Implied density functions; Stability of estimates

Indexed keywords

EID: 0036150603     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00227-8     Document Type: Article

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