- Title
- The predictive power of option-implied densities from high-frequency data
- Creators - without role
- 祺峰 曾
- Identifiers
- 9957776435406774
- Academic Unit
- Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
- Language
- English
- Resource Type
- Conference paper
- Publication Details
- 2014 臺灣財務金融學會年會International Conference of Taiwan Finance Association
Conference paper
The predictive power of option-implied densities from high-frequency data
2014 臺灣財務金融學會年會International Conference of Taiwan Finance Association
05/2014
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