Can the Random Walk Model be Beaten in Out-of-Sample Density Forecasts? Evidence from Intraday Forei

Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models

Hong, Yongmiao, (2004)

Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates

Hong, Yongmiao, (2007)

Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models

Hong, Yongmiao, (2004)