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. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 20.2004, 4, p. 589-610
|