MIGRATION OF PRICE DISCOVERY WITH CONSTRAINED FUTURES MARKETS

	Presenter(s):	Paul Kofman, University of Melbourne, AUSTRALIA
	Co-Author(s):	Anthony Hall, University of Technology, Sydney, AUSTRALIA and Steve Manaster, University of Colorado at Boulder, UNITED STATES

SIMULATED NONPARAMETRIC ESTIMATION OF CONTINUOUS TIME MODELS OF ASSET PRICES AND RETURNS

	Presenter(s):	Filippo Altissimo, CEPR, UNITED KINGDOM, Harvard University , UNITED STATES
	Co-Author(s):	Fabio Fornari, Bank of Italy, ITALY and Antonio Mele , University of London, UNITED KINGDOM

EVALUATING PREDICTABILITY OF STOCK AND BOND RETURNS WITH DIFFERENT DENSITY FORECASTS

	Presenter(s):	Francisco Penaranda, CEMFI, SPAIN
	Co-Author(s):	none

Total Papers in This session: 3