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)
Jonas Meijer (University of Amsterdam)
Erwan Scornet (Ecole Polytechnique, France)
Fabio Canova (BI Norwegian Business School, Norway)
Jules Depersin (University of Amsterdam)
Michal Kolesár (Princeton University, United States)
Bart Keijsers (University of Amsterdam)
Liyang Sun (Cemfi, Spain)
Ekaterina Ugulava
Claudia Noack (University of Oxford, United Kingdom)
Nicolas Schreuder (University of Genoa, Italy)
Victor Chernozhukov (MIT, United States)
Clement De Chaisemartin (SciencesPo, France and University of California at Santa Barbara (UCSB), currently on leave))
Denni Tommasi (University of Bologna, Italy)