Evaluating probabilistic forecasts of stock prices in a developing stock market

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dc.citation.epage358en_US
dc.citation.issueNumber2en_US
dc.citation.spage350en_US
dc.citation.volumeNumber74en_US
dc.contributor.authorÖnkal D.en_US
dc.contributor.authorMuradoğlu, G.en_US
dc.date.accessioned2016-02-08T10:53:00Z
dc.date.available2016-02-08T10:53:00Z
dc.date.issued1994en_US
dc.departmentDepartment of Managementen_US
dc.description.abstractRecent literature on the accuracy of forecasting in financial markets reveals contradictory results. These discrepancies can be attributed to the differences in forecasting environments as well as the differences in forecaster expertise that are employed by the researchers. Since the use of point and interval predictions by themselves do not aid in explaining the various aspects of forecaster performance, probabilistic forecasting provides a better alternative that can be used to gain insight into forecasting accuracy in such settings. This study aims to test the effects of forecaster expertise and forecasting environment on forecasting accuracy. Accordingly, various aspects of forecasting performance are studied in a developing stock-market framework.en_US
dc.identifier.doi10.1016/0377-2217(94)90102-3en_US
dc.identifier.eissn1872-6860
dc.identifier.issn0377-2217
dc.identifier.urihttp://hdl.handle.net/11693/25962
dc.language.isoEnglishen_US
dc.publisherElsevieren_US
dc.relation.isversionofhttp://dx.doi.org/10.1016/0377-2217(94)90102-3en_US
dc.source.titleEuropean Journal of Operational Researchen_US
dc.subjectFinancialen_US
dc.subjectForecastingen_US
dc.subjectProbabilityen_US
dc.subjectStock priceen_US
dc.titleEvaluating probabilistic forecasts of stock prices in a developing stock marketen_US
dc.typeArticleen_US

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