Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
Year of publication: |
2007
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Authors: | Hong, Yongmiao ; Li, Haitao ; Zhao, Feng |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 2, p. 736-776
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Publisher: |
Elsevier |
Saved in:
Online Resource
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