A comparison of financial duration models via density forecasts
| Year of publication: |
2004
|
|---|---|
| Authors: | Bauwens, Luc ; Giot, Pierre ; Grammig, Joachim ; Veredas, David |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 4, p. 589-609
|
| Publisher: |
Elsevier |