A comparison of financial duration models via density forecasts

Luc Bauwens, Pierre Giot, Joachim Grammig, David Veredas

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langue originale	Anglais
Pages (de - à)	589-609
Nombre de pages	21
journal	International Journal of Forecasting
Volume	20
Etat de la publication	Publié - 2004

Contient cette citation

@article{da796ced41b843759159e4fcd80d1fa7,

title = "A comparison of financial duration models via density forecasts",

author = "Luc Bauwens and Pierre Giot and Joachim Grammig and David Veredas",

year = "2004",

language = "English",

volume = "20",

pages = "589--609",

journal = "International Journal of Forecasting",

publisher = "Elsevier",

}