Exploiting ergodicity in forecasts of corporate profitability
Philipp Mundt, Simone Alfarano, Mishael Milaković
| Year of publication: |
2020
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|---|---|
| Authors: | Mundt, Philipp ; Alfarano, Simone ; Milaković, Mishael |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 111.2020, p. 1-28
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| Subject: | Fokker-Planck equation | Model confidence set | Return on assets | Stochastic differential equation | Superior predictive ability test | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Gewinn | Profit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2019.103820 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012501441