Fan, R., Taylor, S. J., & Sandri, M. (2017). Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices. Journal of Futures Markets, 38(1), pp. 83-103. doi:10.1002/fut.21859
Chicago Style CitationFan, Rui, Stephen J. Taylor, and Matteo Sandri. "Density Forecast Comparisons for Stock Prices, Obtained From High-frequency Returns and Daily Option Prices." Journal of Futures Markets 38, no. 1 (2017): 83-103.
MLA CitationFan, Rui, Stephen J. Taylor, and Matteo Sandri. "Density Forecast Comparisons for Stock Prices, Obtained From High-frequency Returns and Daily Option Prices." Journal of Futures Markets 38.1 (2017): 83-103.
Warning: These citations may not always be 100% accurate.