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An assessment of the economic value of non-linear foreign exchange rate forecasts
Satchell, Stephen - In: Journal of forecasting 14 (1995) 6, pp. 477-497
Persistent link: https://www.econbiz.de/10001191617
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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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Why do Regime-switching Models Forecast so Badly?
Dacco, R.; Satchell, S. - In: Journal of forecasting 18 (1999) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10006915633
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An Assessment of the Economic Value of Non-linear Foreign Exchange Rate Forecasts
Satchell, S.; Timmermann, A. - In: Journal of forecasting 14 (1995) 6, pp. 477-498
Persistent link: https://www.econbiz.de/10006935640
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Why do regime-switching models forecast so badly?
Dacco, Robert; Satchell, Steve - In: Journal of forecasting 18 (1999) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001363640