Economic evaluation of financial forecasting
This thesis examines the economic evaluation of forecasting strategies based on past prices, bringing together academics and practitioners techniques Forecasting methods based on past prices are convex and path-dependent dynamic strategies Therefore, they must be able to profitably exploit positive...
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City University London
1993
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.357314 |