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CHARACTERISTIC FUNCTION–BASED...
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Can the Random Walk Model be Beaten in Out-of-Sample Density Forecasts? Evidence from Intraday Forei
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
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2013
Persistent link: https://www.econbiz.de/10010892136
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322
Model-Free Evaluation of Directional Predictability in Foreign Exchange
Chung, Jaehun
;
Hong, Yongmiao
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2013
Persistent link: https://www.econbiz.de/10010892155
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