International evidence of the forecasting ability of option-implied distributions

  1. Serrano, P.
  2. Vaello-Sebastià, A.
  3. Magdalena Vich Llompart, M.
Journal:
Journal of Forecasting

ISSN: 1099-131X,  0277-6693

Year of publication: 2024

Volume: 43

Issue: 5

Pages: 1447-1464

Type: Article

DOI: 10.1002/FOR.3091 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus