
	Academic Sessions


	Session 59 - Estimating Densities Saturday, August 24, 10:30 - 12:00, Room B Chairperson: Philipp Schönbucher (Universität Bonn) Presentations The Relation Between Implied and Realised Probability Density Functions Robert Tompkins (Technische Universität Wien) Iliana Anagnou (University of Warwick) Mascia Bedendo (University of Warwick) Stewart Hodges (University of Warwick) Discussant: Martin Mandler (Justus-Liebig-Universität Gießen) Comparing Risk-neutral Probability Density Functions Implied by Option Prices - Market Uncertainty and ECB-council Meetings Martin Mandler (Justus-Liebig-Universität Gießen) Discussant: Matthias R. Fengler (Humboldt-Universität zu Berlin) Nonparametric Specification Testing for Continuous-time Models with Application to Spot Interest Rates Yongmiao Hong (Cornell University) Haitao Li (Cornell University) Discussant: Martin Christian Richter (Copenhagen Business School)

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