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A comparison of financial duration models via density forecasts

Luc Bauwens (), Pierre Giot (), Joachim Grammig () and David Veredas ()

International Journal of Forecasting, 2004, vol. 20, issue 4, 589-609

Date: 2004
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Working Paper: A comparison of financial duration models via density forecasts (2004) Downloads
Working Paper: A comparison of financial duration models via density forecast (2004)
Working Paper: A comparison of financial duration models via density forecasts (2000) Downloads
Working Paper: A Comparison of Financial Duration Models via Density Forecasts (2000) Downloads
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