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%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
}