The quality of bank forecasts: the dollar-pound exchange rate, 1990-1993
Article Abstract:
A general framework for evaluating currency forecast quality is proposed. The framework uses existing accuracy measures and makes necessary changes to provide accuracy components that are appropriate for statistically obtained and judgmentally based forecasts. The overall forecast performance of the framework as applied to one week ahead US dollar and British pound forecasts was poor, although some aspects of the forecasts proved to have potential in practical situations.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1996
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Optimal strategies for general price-quality decision methods of new products with learning production costs
Article Abstract:
A model is developed for determining the optimal price and quality policies for new products. The model incorporates the learning curve effects of production and diffusion effects of demand. It is shown that there are three optimal price-quality policies, namely, that both optimal price and quality decline simultaneously, that optimal price declines while optimal quality increases, and that optimal price and quality both increase.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1996
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An analytically tractable interest rate model with humped volatility
Article Abstract:
Research on interest rate derivatives is examined in detail, with a focus on volatility structure, where humped shapes have been located. An interest rate model is developed to take these shapes into account.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2000
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