Evaluation of the market efficiency by two new scale-independent forecast accuracy measures
Louie Ren and Yong U. Glasure, Peter Ren
| Year of publication: |
2021
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|---|---|
| Authors: | Ren, Louie ; Glasure, Yong-un ; Ren, Peter |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 20.2021, 4, p. 545-556
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| Subject: | Forecast Accuracy Measure | Mean Absolute Deviation (MAD) | Mean Absolute Scaled Error (MASE) | scaled Mean Absolute Deviation (sMAD) | Prognoseverfahren | Forecasting model | Theorie | Theory | Messung | Measurement | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013273087