Testing the forecasting performance of Ibex-35 option-implied risk-neutral densities

  1. Alonso, Francisco
  2. Blanco Escolar, Roberto
  3. Rubio Irigoyen, Gonzalo
Journal:
DFAE-II WP Series

ISSN: 1988-088X

Year of publication: 2005

Issue: 9

Type: Working paper

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