The accuracy of density forecasts from foreign exchange options

Journal of Financial Econometrics

Volumn 3, Issue 4, 2005, Pages 578-605

  Christoffersen, Peter ^a   Mazzotta, Stefano ^a  

^a MCGILL UNIVERSITY   (Canada)

Author keywords

Density; Forecasting; FX; Interval; Volatility

Indexed keywords

EID: 26444438686     PISSN: 14798409     EISSN: None     Source Type: Journal    
DOI: 10.1093/jjfinec/nbi021     Document Type: Article

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