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Time Series Analysis of Corporate Quarterly Earnings

Time Series Analysis of Corporate Quarterly Earnings PDF Author: Mihaela Babias
Publisher:
ISBN:
Category : Corporate profits
Languages : en
Pages : 140

Book Description

Time Series Analysis of Corporate Quarterly Earnings

Time Series Analysis of Corporate Quarterly Earnings PDF Author: Mihaela Babias
Publisher:
ISBN:
Category : Corporate profits
Languages : en
Pages : 140

Book Description

Analysis of Financial Time Series

Analysis of Financial Time Series PDF Author: Ruey S. Tsay
Publisher: John Wiley & Sons
ISBN: 1118017099
Category : Mathematics
Languages : en
Pages : 724

Book Description
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.

The Handbook of Corporate Earnings Analysis

The Handbook of Corporate Earnings Analysis PDF Author: Brian R. Bruce
Publisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 398

Book Description

Testing for the Information Content of Quarterly Earnings Statements with Box-Jenkins Time Series Methods

Testing for the Information Content of Quarterly Earnings Statements with Box-Jenkins Time Series Methods PDF Author: James William Rice
Publisher:
ISBN:
Category : Corporation reports
Languages : en
Pages : 488

Book Description

Time Series Models for Corporate Earnings

Time Series Models for Corporate Earnings PDF Author: William S. Hopwood
Publisher:
ISBN:
Category : Automation
Languages : en
Pages : 390

Book Description

Analysis of Time Series Properties of Earnings

Analysis of Time Series Properties of Earnings PDF Author: James Ralph Byington
Publisher:
ISBN:
Category : Income accounting
Languages : en
Pages : 356

Book Description

Power Transformations in Time Series Models of Quarterly Earnings Per Share

Power Transformations in Time Series Models of Quarterly Earnings Per Share PDF Author: William S. Hopwood
Publisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 26

Book Description

Analysis of Financial Time Series

Analysis of Financial Time Series PDF Author: Ruey S. Tsay
Publisher: Wiley-Interscience
ISBN: 9780471415442
Category : Business & Economics
Languages : en
Pages : 472

Book Description
Fundamental topics and new methods in time series analysis Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: analysis and application of univariate financial time series; the return series of multiple assets; and Bayesian inference in finance methods. Timely topics and recent results include: Value at Risk (VaR) High-frequency financial data analysis Markov Chain Monte Carlo (MCMC) methods Derivative pricing using jump diffusion with closed-form formulas VaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson process Multivariate volatility models with time-varying correlations Ideal as a fundamental introduction to time series for MBA students or as a reference for researchers and practitioners in business and finance, Analysis of Financial Time Series offers an in-depth and up-to-date account of these vital methods.

A Multivariate Analysis of Annual Earnings Forecasts Generated from Quarterly Forecasts of Financial Analysts and Univariate Time Series Models

A Multivariate Analysis of Annual Earnings Forecasts Generated from Quarterly Forecasts of Financial Analysts and Univariate Time Series Models PDF Author: William S. Hopwood
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 42

Book Description
The study compares the forecast accuracy of financial analysts, ARIMA models, and various permier models considered in the literature in the predicting of annual earnings per share. Various refinements were made of previously used methodologies. The results of the multivariate analysis indicated that financial analysts provide the most accurate forecasts. In addition, the divergence in accuracy between the various sources of forecasts tend to decrease as the end of the year approaches, while at the same time there is a general increase in accuracy. Also specific results are provided for individual model performance.

Time Series Models for Corporate Earnings

Time Series Models for Corporate Earnings PDF Author: William S. Hopwood
Publisher:
ISBN:
Category : Corporations
Languages : en
Pages : 28

Book Description

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