Pages that link to "Item:Q289183"

The following pages link to Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183):

Displaying 8 items.

• Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
• Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
• Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
• A tale of two yield curves: modeling the joint term structure of dollar and euro interest rates (Q737878) (← links)
• Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
• Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
• Functional prediction of intraday cumulative returns (Q4970962) (← links)
• Density Forecasts of Emerging Markets’ Exchange Rates Using Monte Carlo Simulation with Regime Switching (Q5198068) (← links)