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An application of probability judgement accuracy measures to currency forecasting

  • Wilkie, Mary E.
  • Pollock, Andrew C.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-3VW1TCH-R/2/6764bd45073e7df0809694751959041e
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    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 12 (1996)
    Issue (Month): 1 (March)
    Pages: 25-40

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    Handle: RePEc:eee:intfor:v:12:y:1996:i:1:p:25-40
    Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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    1. Onkal, Dilek & Muradoglu, Gulnur, 1994. "Evaluating probabilistic forecasts of stock prices in a developing stock market," European Journal of Operational Research, Elsevier, vol. 74(2), pages 350-358, April.
    2. Boothe, Paul & Glassman, Debra, 1987. "Comparing exchange rate forecasting models : Accuracy versus profitability," International Journal of Forecasting, Elsevier, vol. 3(1), pages 65-79.
    3. Boothe, Paul & Glassman, Debra, 1987. "The statistical distribution of exchange rates: Empirical evidence and economic implications," Journal of International Economics, Elsevier, vol. 22(3-4), pages 297-319, May.
    4. Taylor, Mark P. & Allen, Helen, 1992. "The use of technical analysis in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 11(3), pages 304-314, June.
    5. Yates, J. Frank & McDaniel, Linda S. & Brown, Eric S., 1991. "Probabilistic forecasts of stock prices and earnings: The hazards of nascent expertise," Organizational Behavior and Human Decision Processes, Elsevier, vol. 49(1), pages 60-79, June.
    6. A. Pollock, 1990. "Forecasting quarterly movements of the lira/pound-sterling exchange rate: Random walks, drift, seasonality and variable parameters," Decisions in Economics and Finance, Springer, vol. 13(1), pages 23-42, March.
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