Evaluating probabilistic forecasting accuracy of exchange rates
buir.advisor | Önkal, Dilek | |
dc.contributor.author | Öztin, Şule | |
dc.date.accessioned | 2016-01-08T20:13:26Z | |
dc.date.available | 2016-01-08T20:13:26Z | |
dc.date.issued | 1996 | |
dc.description | Cataloged from PDF version of article. | en_US |
dc.description | Includes bibliographical references leaves 39-41. | en_US |
dc.description.abstract | This study aims to explore various dimensions of probabilistic forecasting accuracy. In particular, the effects of using dichotomous format on the performance of semi-experts’ and novices’ probabilistic forecasts of exchange rates and currencies are examined. Semiexperts are comprised of banking and finance professionals in the finance sector. Novice group consists of MBA students from the Faculty of Business Administration at Bilkent University. The results suggest that the dichotomous format used to elicit the probabilistic forecasts has a differential effect on the p>erformance of semi-experts and novices. Implications of these findings for financial forecasting are discussed and directions for future research are given. | en_US |
dc.description.statementofresponsibility | Öztin, Şule | en_US |
dc.format.extent | vii, 41 leaves | en_US |
dc.identifier.itemid | BILKUTUPB053826 | |
dc.identifier.uri | http://hdl.handle.net/11693/17789 | |
dc.language.iso | English | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Probability forecasting | en_US |
dc.subject | Exchange rate | en_US |
dc.subject | Currency forecasting | en_US |
dc.subject.lcc | HG3851 .O98 1996 | en_US |
dc.subject.lcsh | Foreign exchange rates--Econometric models. | en_US |
dc.subject.lcsh | Risk management. | en_US |
dc.subject.lcsh | Inflation (Finance). | en_US |
dc.subject.lcsh | Currency question. | en_US |
dc.title | Evaluating probabilistic forecasting accuracy of exchange rates | en_US |
dc.type | Thesis | en_US |
thesis.degree.discipline | Business Administration | |
thesis.degree.grantor | Bilkent University | |
thesis.degree.level | Master's | |
thesis.degree.name | MBA (Master of Business Administration) |
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