A comparison of financial duration models via density forecasts

Luc Bauwens, Pierre Giot, Joachim Grammig and David Veredas

No 1746, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2004-01-01
Note: In : International Journal of Forecasting, 20, 589-609, 2004
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Related works:
Journal Article: A comparison of financial duration models via density forecasts (2004)
Working Paper: A comparison of financial duration models via density forecasts (2000)
Working Paper: A Comparison of Financial Duration Models via Density Forecasts (2000)
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