Author: William S. HopwoodPublisher:
ISBN:
Category : Corporations
Languages : en
Pages : 26
Book Description
Time Series Models for Corporate Earnings
Author: William S. HopwoodPublisher:
ISBN:
Category : Corporations
Languages : en
Pages : 26
Book Description
The Handbook of Corporate Earnings Analysis
Author: Brian R. BrucePublisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 398
Book Description
Power Transformations in Time Series Models of Quarterly Earnings Per Share
Author: William S. HopwoodPublisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 26
Book Description
Time Series Models for Business and Economic Forecasting
Author: Philip Hans FransesPublisher: Cambridge University Press
ISBN: 1139952129
Category : Business & Economics
Languages : en
Pages : 421
Book Description
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
Multivariate Time Series Analysis
Author: Ruey S. TsayPublisher: John Wiley & Sons
ISBN: 1118617754
Category : Mathematics
Languages : en
Pages : 414
Book Description
An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research. Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce the presented content • User-friendly R subroutines and research presented throughout to demonstrate modern applications • Numerous datasets and subroutines to provide readers with a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.
Forecasting: principles and practice
Author: Rob J HyndmanPublisher: OTexts
ISBN: 0987507117
Category : Business & Economics
Languages : en
Pages : 380
Book Description
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Analysis of Time Series Properties of Earnings
Author: James Ralph ByingtonPublisher:
ISBN:
Category : Income accounting
Languages : en
Pages : 356
Book Description
Time Series Analysis Using SAS Enterprise Guide
Author: Timina LiuPublisher: Springer Nature
ISBN: 9811503214
Category : Computers
Languages : en
Pages : 137
Book Description
This is the first book to present time series analysis using the SAS Enterprise Guide software. It includes some starting background and theory to various time series analysis techniques, and demonstrates the data analysis process and the final results via step-by-step extensive illustrations of the SAS Enterprise Guide software. This book is a practical guide to time series analyses in SAS Enterprise Guide, and is valuable resource that benefits a wide variety of sectors.
Testing for the Information Content of Quarterly Earnings Statements with Box-Jenkins Time Series Methods
Author: James William RicePublisher:
ISBN:
Category : Corporation reports
Languages : en
Pages : 488
Book Description
Time Series Analysis of Corporate Quarterly Earnings
Author: Mihaela BabiasPublisher:
ISBN:
Category : Corporate profits
Languages : en
Pages : 140
Book Description