A comparison of financial duration models via density forecasts

Luc Bauwens, Pierre Giot, Joachim Grammig, David Veredas

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)589-609
    Number of pages21
    JournalInternational Journal of Forecasting
    Volume20
    Publication statusPublished - 2004

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