Can the random walk model be beaten in out-of-sample density forecasts? Evidence

【作者(必填)】

• Yongmiao Honga, b, ,
• Haitao Lic,
• Feng Zhaod
  

【文题(必填)】
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates【年份(必填)】
2007
【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0304407606002351

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