Evaluating strategic directional probability predictions of exchange rates
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- Thomson, Mary E. & Pollock, Andrew C. & Gönül, M. Sinan & Önkal, Dilek, 2013. "Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting," International Journal of Forecasting, Elsevier, vol. 29(2), pages 337-353.
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Keywordsforecasts; forecasting; exchange rates; currency; currencies; directional probability predictions; judgement; strategic predictions; forecast horizons; empirical probability; logarithms; normal distribution; short horizons; evaluations; cumulative parameters; changing means; standard deviations; primary trends; secondary trends; predictive horizons; t-student distributions; euros; US dollars; student t-distribution.;
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