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Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
- In:
Journal of Econometrics
141
(
2007
)
2
,
pp. 736-776
Persistent link: https://www.econbiz.de/10005239134
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