Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : A cross-country comparison

B-Tier

Journal: International Journal of Forecasting

Year: 1987

Volume: 3

Issue: 1

Pages: 97-113

Authors (2)

Gregory, Allan W. (Queen's University) Sampson, Michael (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count