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Craig, Ben R

The empirical performance of option based densities of foreign exchange / Ben R. Craig, Joachim G. Keller. - Frankfurt Deutsche Bundesbank. Economic Research Centre 2002 - 29 p. - Discussion paper ; no. 07/02 . - Discussion paper (Deutsche Bundesbank) Series 1: Studies of the Economic Research Centre no. 07/02 .

Incluye bibliografía.

1. Introduction -- 2. The data -- 3. Estimation of the density forecasts -- 4. Evaluating density forecasts -- 5. The results -- 6. Concluding remarks -- Remarks.

ISBN: 3935821042

Subjects--Topical Terms:
OPCIONES
PRECIOS
PRONOSTICOS
MERCADO DE OPCIONES

Dewey Class. No.: 332.645