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A comparison of financial duration models via density forecasts
Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - In: International Journal of Forecasting 20 (2004) 4, pp. 589-609
Persistent link: https://www.econbiz.de/10005418381
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The information content of the Bond-Equity Yield Ratio: Better than a random walk?
Giot, Pierre; Petitjean, Mikael - In: International Journal of Forecasting 23 (2007) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10005418616