Koulakiotis, Athanasios; Dasilas, Apostolos - In: International Journal of Monetary Economics and Finance 2 (2009) 1, pp. 44-57
This paper uses the approach suggested by Akrigay (1989), Tse and Tung (1992) and Dimson and Marsh (1990) to examine the forecasting accuracy of stock price index models for industrialised markets. The focus of this paper is to compare the Mean Absolute Percentage Error (MAPE) of three models,...
