000 01232nam a2200289 a 4500
003 arcduce
005 20130618090119.0
008 100622s2002 gw_||||| |||| 00| 0 eng d
020 _a3935821042
040 _aarcduce
_carcduce
082 0 _a332.645
_221
100 1 _aCraig, Ben R
245 1 4 _aThe empirical performance of option based densities of foreign exchange /
_cBen R. Craig, Joachim G. Keller.
260 _bDeutsche Bundesbank. Economic Research Centre
_aFrankfurt
_c2002
300 _a29 p.
490 1 _aDiscussion paper ;
_vno. 07/02
504 _aIncluye bibliografía.
505 0 _a1. Introduction -- 2. The data -- 3. Estimation of the density forecasts -- 4. Evaluating density forecasts -- 5. The results -- 6. Concluding remarks -- Remarks.
650 _aOPCIONES
650 _aPRECIOS
650 _aPRONOSTICOS
650 _aMERCADO DE OPCIONES
700 1 _aKeller, Joachim G
856 4 _uhttp://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2002/2002_03_22_dkp_07.pdf?__blob=publicationFile
830 0 _94790
_aDiscussion paper (Deutsche Bundesbank)
_pSeries 1: Studies of the Economic Research Centre
_vno. 07/02
942 _cDOCU
_jF 332.645 C 20578
_2ddc
999 _c17155
_d17155