Some Statistical Properties of Models of Transitory Earnings
The fact that most of the financial ratios are mean-reverting, is well known. Due to the importance of earnings forecast accuracy, relevant scientific literature in this area concentrates on transitory earnings. The main models used for description of earnings and/or profitability time series are ad...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Mendel University Press
2021-05-01
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| Series: | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
| Subjects: | |
| Online Access: | https://acta.mendelu.cz/artkey/acu-202102-0001_some-statistical-properties-of-models-of-transitory-earnings.php |