A comparison of financial duration models via density forecasts
| Authors: | BAUWENS, Luc ; GIOT, Pierre ; GRAMMIG, Joachim ; VEREDAS, David |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : International Journal of Forecasting, 20, 589-609, 2004 Number 1746 |
| Other identifiers: | 10.1016/j.ijforecast.2003.09.014 [DOI] |
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Persistent link: https://www.econbiz.de/10010694010