Testing for market timing ability
Subtitle: a unified framework for forecast evaluation with an application to the foreign exchange market
By: by  Robert E. Cumby and David M. Modest
Contributors: Modest, David Michael
Series: Working paper series -- CSFM-101; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-101.
Publisher: Center for the Study of Futures Markets, Columbia Business School, Columbia University
Published: 1984
Place of publication: New York
Language: eng
Number of pages: 30
Notes: Bibliography: p. 24-26.