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A comparison of financial duration models via density forecasts

Bibliographic reference Bauwens, Luc ; Grammig, Joachim ; Giot, Pierre ; Veredas, David. A comparison of financial duration models via density forecasts. In: International Journal of Forecasting, Vol. 20, no. 4, p. 589-609 (2004)
Permanent URL http://hdl.handle.net/2078/18119