Event Forecasts Evaluation

碩士 === 國立暨南國際大學 === 經濟學系 === 95 === The conventional market timing tests are often used to evaluate the accuracy of the event forecasts. Under the IID assumption of event forecasts, these tests perform well. However, all of these tests have servere size distortions when the event forecasts are seria...

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Bibliographic Details
Main Authors: Pao-Yu Lu, 呂寶玉
Other Authors: Ching-Chuan Tsong
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/4bft37