Directional accuracy tests of long-term interest rate forecasts
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- Havenner, Arthur & Modjtahedi, Bagher, 1988. "Foreign exchange rates : A multiple currency and maturity analysis," Journal of Econometrics, Elsevier, vol. 37(2), pages 251-264, February.
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- Hartzmark, Michael L, 1991. "Luck versus Forecast Ability: Determinants of Trader Performance in Futures Markets," The Journal of Business, University of Chicago Press, vol. 64(1), pages 49-74, January.
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