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

Costantini, Mauro; Crespo-Cuaresma, Jesús and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2016) Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate. Journal of Forecasting, 35 (7), pp. 652-668. DOI: 10.1002/for.2398

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Item Type:	Article in Academic Journal
Keywords:	exchange rate forecasting; forecast combination; multivariate time series models; profitability
Date Deposited:	15 Mar 2016 09:28
Last Modified:	06 Jun 2019 11:50
DOI:	10.1002/for.2398
ISSN:	0277-6693
URI:	https://irihs.ihs.ac.at/id/eprint/3892

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