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 form intraday foreign exchange rates

Hong, Yongmiao, (2007)

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

Hong, Yongmiao, (2004)