The influence of trend strength on directional probabilistic currency predictions

Author: Thomson M.E.   Onkal-Atay D.   Pollock A.C.   Macaulay A.  

Publisher: Elsevier

ISSN: 0169-2070

Source: International Journal of Forecasting, Vol.19, Iss.2, 2003-04, pp. : 241-256

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Abstract