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Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate - MaRDI portal

Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate (Q4596040)

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scientific article; zbMATH DE number 6816508
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Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate
scientific article; zbMATH DE number 6816508

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    Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate (English)
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    8 December 2017
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    forecast combination
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    multivariate time series models
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    profitability
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