Evaluating predictive performance of judgemental extrapolations from simulated currency series (Q1296356): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Corporate Hedging of Exchange Risk When Foreign Currency Cash Flow Is Uncertain / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Evaluating probabilistic forecasts of stock prices in a developing stock market / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Trends and random walks in macroeconomic time series / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The quality of bank forecasts: The dollar-pound exchange rate, 1990--1993 / rank | |||
Normal rank |
Latest revision as of 21:22, 28 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Evaluating predictive performance of judgemental extrapolations from simulated currency series |
scientific article |
Statements
Evaluating predictive performance of judgemental extrapolations from simulated currency series (English)
0 references
14 May 2000
0 references
forecasting
0 references
exchange rates
0 references
financial decision-making
0 references