"The Accuracy of Density Forecasts from Foriegn Exchange Options" by Stefano Mazzotta

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The Accuracy of Density Forecasts from Foriegn Exchange Options

Journal of Financial Econometrics (2005)

Stefano Mazzotta, Kennesaw State University

Disciplines

Business,
Corporate Finance and
Finance and Financial Management

Publication Date

2005

Citation Information

Stefano Mazzotta. "The Accuracy of Density Forecasts from Foriegn Exchange Options" Journal of Financial Econometrics Vol. 3 Iss. 4 (2005)
Available at: http://works.bepress.com/stefano_mazzotta/8/