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Testing for market timing ability : a unified framework for forecast evaluation with an application to the foreign exchange market / by Robert E. Cumby and David M. Modest.

Lippincott Library HG6024.A3 W674 no.101
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Format:
Book
Author/Creator:
Cumby, Robert E.
Contributor:
Modest, David M.
Series:
Working paper series (Columbia University. Center for the Study of Futures Markets) ; CSFM-101.
Working paper series ; CSFM-101
Language:
English
Physical Description:
30 pages ; 28 cm.
Place of Publication:
New York : Center for the Study of Futures Markets, Columbia Business School, Columbia University, 1985.
Notes:
Bibliography: pages 24-26.
OCLC:
17380849

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