Evaluating probabilistic forecasts of stock prices in a developing stock market

DOI10.1016/0377-2217(94)90102-3zbMath0800.90059OpenAlexW1999282625MaRDI QIDQ1330581

Dilek Önkal, Gülnur Muradoǧlu

Publication date: 21 July 1994

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/25962

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Using judgment to select and adjust forecasts from statistical models ⋮ Evaluating predictive performance of judgemental extrapolations from simulated currency series

Cites Work

• Portfolio Analysis in a Stable Paretian Market

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