Evaluating Option-Implied Density Forecasts with Demand Curves
Jeroen Dalderop (University of Notre Dame, United States)
- Econometrics Seminars and Workshop Series
Jeroen Dalderop (University of Notre Dame, United States)
Jesper Bang Mikkelsen (Aarhus Universitet, Denmark)
Christian Hafner (UCLouvain, Belgium)
Ozan Candogan (University of Chicago, United States)
Stéphane Bonhomme (The University of Chicago, United States)
Dick van Dijk
Floris Holstege
Sukjin Han (University of Bristol, United Kingdom)
Simon Trimborn (University of Amsterdam)
Niels Marijnen
Johan Segers (Université catholique de Louvain, Belgium) and Umut Can (University of Amsterdam)
David Frazier (Monash University, Australia)
Sander Barendse (University of Amsterdam)
Faculty: Siem Jan Koopman (Vrije Universiteit Amsterdam and Tinbergen Institute) and Francisco Blasques (Vrije Universiteit Amsterdam and Tinbergen Institute)
Luuk van Maasakkers
Yoshiyasu Rai (University of Mannheim, Germany)
Bertille Antoine (Simon Fraser University, Canada)
Abhishek Ananth (Cornell University, United States)
Denis Kojevnikov (Tilburg University)
Nestor Parolya (TU Delft)