Evaluating predictive performance of judgemental extrapolations from simulated currency series

DOI10.1016/S0377-2217(98)00256-2zbMath0935.91025OpenAlexW2161327707MaRDI QIDQ1296356

Mary E. Wilkie-Thomson, Andrew C. Pollock, Alex Macaulay, Dilek Önkal-Atay

Publication date: 14 May 2000

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(98)00256-2

zbMATH Keywords

forecastingexchange ratesfinancial decision-making

Mathematics Subject Classification ID

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Cites Work

• Trends and random walks in macroeconomic time series
• The quality of bank forecasts: The dollar-pound exchange rate, 1990--1993
• Evaluating probabilistic forecasts of stock prices in a developing stock market
• Corporate Hedging of Exchange Risk When Foreign Currency Cash Flow Is Uncertain

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