A comparison of financial duration models via density forecast

Bauwens, LucGiot, PierreGrammig, JoachimVeredas, David2017-12-022017-12-022004http://hdl.handle.net/20.500.12127/5250enAccounting & FinanceA comparison of financial duration models via density forecastInternational Journal of Forecasting1925191925211925231818746499