25-036/III - Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics


  • Authors
    Xia Zou, Vrije Universiteit Amsterdam; Yicong Lin, Vrije Universiteit Amsterdam; Andre Lucas, Vrije Universiteit Amsterdam
  • Publication date
    May 30, 2025
  • JEL
    C32, C38