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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Citations: View citations in EconPapers (94)

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Related works:
Working Paper: 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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