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On the Difficulty of Measuring Forecasting Skill in Financial Markets
Satchell, S.
;
Williams, O.J.
-
Faculty of Economics, University of Cambridge
-
2010
measurement of investors’ skill. A prominent application of this is the concept of the
Information
Coefficient
(IC). Not only can …
Persistent link: https://www.econbiz.de/10008483949
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2
On the difficulty of measuring forecasting skill in financial markets
Satchell, Stephen
;
Williams, Oliver
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 92-113
Persistent link: https://www.econbiz.de/10011305307
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