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Time series characteristics and the widths of judgemental confidence intervals

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  • O'Connor, Marcus
  • Lawrence, Michael
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    File URL: http://www.sciencedirect.com/science/article/B6V92-45P4H5W-7K/2/32b8fa51675eb8c44d1960fffc92458a
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    Bibliographic Info

    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 7 (1992)
    Issue (Month): 4 (March)
    Pages: 413-420

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    Handle: RePEc:eee:intfor:v:7:y:1992:i:4:p:413-420

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    Web page: http://www.elsevier.com/locate/ijforecast

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    Cited by:
    1. Bloomfield, Robert & Hales, Jeffrey, 2002. "Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs," Journal of Financial Economics, Elsevier, vol. 65(3), pages 397-414, September.
    2. Pollock, Andrew C. & Macaulay, Alex & Onkal-Atay, Dilek & Wilkie-Thomson, Mary E., 1999. "Evaluating predictive performance of judgemental extrapolations from simulated currency series," European Journal of Operational Research, Elsevier, vol. 114(2), pages 281-293, April.
    3. O'Connor, Marcus & Remus, William & Griggs, Kenneth, 2001. "The asymmetry of judgemental confidence intervals in time series forecasting," International Journal of Forecasting, Elsevier, vol. 17(4), pages 623-633.
    4. Gerlinde Fellner & Sebastian Kr├╝gel, 2010. "Overweighting Private Information: Three Measures, One Bias?," Jena Economic Research Papers 2010-058, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
    5. Harvey, Nigel & Bolger, Fergus, 1996. "Graphs versus tables: Effects of data presentation format on judgemental forecasting," International Journal of Forecasting, Elsevier, vol. 12(1), pages 119-137, March.

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