Forecasting errors, directional accuracy and profitability of currency trading : the case of EUR/USD exchange rate
Mauro Costantini, Jesus Crespo Cuaresma and Jaroslava Hlouskova
| Year of publication: |
November 2016
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|---|---|
| Authors: | Costantini, Mauro ; Crespo Cuaresma, Jesús ; Hlouskova, Jaroslava |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 7, p. 652-668
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| Subject: | exchange rate forecasting | forecast combination | multivariate time series models | profitability | Welt | World | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2398 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011610301