Optymalny próg okresu prognozy jako miara efektywności prognozowania kursu walutowego
The Optimal Threshold of the Forecast Period as a Measure of the Effectiveness of Forecasting the Exchange Rate

Summary/Abstract: Forecasting in the currency market today is very often the subject of critical discussion. This relatively little recognized area gives a large field to try to specify the meaning of the effective exchange rate forecasts from the perspective of the possibility and advisability determine the optimum threshold of the forecast period. The catalyst research in this area is strong gaining in intensity phenomenon of ultra-high speed transactions (High Frequency Trading, HFT).

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