%0 Journal Article %1 Hong2007 %A Hong, Yongmiao %A Li, Haitao %A Zhao, Feng %D 2007 %J Journal of Econometrics %K Regime-switching %N 2 %P 736--776 %T Can the random walk model be beaten in out-of-sample density forecasts?: Evidence from intraday foreign exchange rates %U http://www.sciencedirect.com/science/article/B6VC0-4N4S0X9-1/2/5eb80ec0ee7048928eae02c2bbb16f58 %V 141

@article{Hong2007, added-at = {2008-04-21T22:02:42.000+0200}, author = {Hong, Yongmiao and Li, Haitao and Zhao, Feng}, biburl = {https://www.bibsonomy.org/bibtex/29b87f55e4dad628b5def87e09211872e/smicha}, description = {Journal of Econometrics}, interhash = {ef8dcba71e82a143bb8d1bb6e003d191}, intrahash = {9b87f55e4dad628b5def87e09211872e}, journal = {Journal of Econometrics}, keywords = {Regime-switching}, month = Dec, number = 2, pages = {736--776}, timestamp = {2008-04-21T22:03:02.000+0200}, title = {Can the random walk model be beaten in out-of-sample density forecasts?: Evidence from intraday foreign exchange rates}, url = {http://www.sciencedirect.com/science/article/B6VC0-4N4S0X9-1/2/5eb80ec0ee7048928eae02c2bbb16f58}, volume = 141, year = 2007 }