OPTIMAL AGGREGATION OF MONEY SUPPLY FORECASTS - ACCURACY, PROFITABILITY AND MARKET-EFFICIENCY

被引：22

作者：

FIGLEWSKI, S ^{[1
]}

URICH, T ^{[1
]}

机构：

[1] CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010

来源：

关键词：

D O I：

10.2307/2328077

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：695 / 710

页数：16

共 10 条

[1]

FAMA E, 1970, J FINANCE, V25, P333

[2] SUBJECTIVE INFORMATION AND MARKET EFFICIENCY IN A BETTING MARKET [J].

FIGLEWSKI, S .

[3]

FIGLEWSKI S, 1983, UNPUB REV EC STATIST

[4]

Granger C. W.J., 1977, FORECASTING EC TIME

[5] OPTIMAL SPECULATION AGAINST AN EFFICIENT MARKET [J].

JAFFE, JF ;

WINKLER, RL .

[6]

NELSON CR, 1972, AM ECON REV, V62, P902

PEARCE, DK .

[8]

URICH T, 1981, STRUCTURE EXPECTATIO

[9]

URICH T, 1981, J FINANCE, V36

[10]

URICH T, 1982, J MONETARY EC, V10