A comparison of financial duration models via density forecasts

B-Tier
Journal: International Journal of Forecasting
Year: 2004
Volume: 20
Issue: 4
Pages: 589-609

Authors (4)

Bauwens, Luc (Université Catholique de Louva...) Giot, Pierre (Université de Namur) Grammig, Joachim (Eberhard-Karls-Universität Tüb...) Veredas, David (Vlerick Business School)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:intfor:v:20:y:2004:i:4:p:589-609
Journal Field
Econometrics
Author Count
4
Added to Database
2026-01-24