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)
Christian Hafner (UCLouvain, Belgium)
Dick van Dijk
Floris Holstege
Sukjin Han (University of Bristol, United Kingdom)
Simon Trimborn (University of Amsterdam)
Niels Marijnen
David Frazier (Monash University, Australia)
Sander Barendse (University of Amsterdam)
Yoshiyasu Rai (University of Mannheim, Germany)
Bertille Antoine (Simon Fraser University, Canada)
Abhishek Ananth (Cornell University, United States)
Denis Kojevnikov (Tilburg University)
Esmée Zwiers (Princeton University, United States)
Nestor Parolya (TU Delft)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Mika Meitz (University of Helsinki, Finland)
Yacine Ait-Sahalia (Princeton University, United States)
Warren B. Powel (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)