Using a hidden Markov model to measure earnings quality
Year of publication: |
2020
|
---|---|
Authors: | Du, Kai ; Huddart, Steven J. ; Xue, Lingzhou ; Zhang, Yifan |
Published in: |
Journal of accounting & economics. - Amsterdam [u.a.] : Elsevier, ISSN 0165-4101, ZDB-ID 441330-1. - Vol. 69.2020, 2/3, p. 1-27
|
Subject: | Bayesian hierarchical framework | Earnings fidelity | Earnings quality | Hidden Markov model | MCMC methods | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Gewinn | Profit | Theorie | Theory | Schätzung | Estimation |
-
Modeling of stock indices with HMM-SV models
Nkemnole, E. B., (2017)
-
A generalized entropy approach to portfolio selection under a hidden markov model
MacLean, Leonard C., (2022)
-
Estimation of unobserved dynamics of individual partisanship : a Bayesian approach
Okabe, Tomohito, (2017)
- More ...
-
Using a Hidden Markov Model to Measure Earnings Quality
Du, Kai, (2019)
-
Economic Persistence, Earnings Informativeness, and Stock Return Regularities
Du, Kai, (2019)
-
Du, Kai, (2021)
- More ...