Density forecasts of crude-oil prices using option-implied and ARCH-type models

Journal of Futures Markets

Volumn 31, Issue 8, 2011, Pages 727-754

  Høg, Esben ^a   Tsiaras, Leonidas ^b  

^a AALBORG UNIVERSITY   (Denmark)

^b AARHUS SCHOOL OF BUSINESS   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79957898259     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20487     Document Type: Article

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