An Empirical Survey of Transfer-function and Univariate Time-series Earnings Expectation Models
Author: William S. Hopwood
Publisher:
Published: 1980
Total Pages: 42
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: William S. Hopwood
Publisher:
Published: 1980
Total Pages: 42
ISBN-13:
DOWNLOAD EBOOKAuthor: William S. Hopwood
Publisher:
Published: 1978
Total Pages: 44
ISBN-13:
DOWNLOAD EBOOKIt was demonstrated that it is possible to develop an a priori rule for the determination of when the transfer function will outperform the univariate model. In particular it was found that if a transfer function outperforms an ARIMA model for the majority of the first three periods in the forecast horizon, then there is a significant probability that it will do the same for periods four through ten.
Author: William S. Hopwood
Publisher:
Published: 1980
Total Pages: 46
ISBN-13:
DOWNLOAD EBOOKAuthor: Clarence E. Fries
Publisher:
Published: 1985
Total Pages: 148
ISBN-13:
DOWNLOAD EBOOKAuthor: Kenneth Robert Janson
Publisher:
Published: 1979
Total Pages: 642
ISBN-13:
DOWNLOAD EBOOKAuthor: Ali Jahankhani
Publisher:
Published: 1978
Total Pages: 578
ISBN-13:
DOWNLOAD EBOOKIn this paper, alternative capital asset pricing models (CAPM) are first reviewed and criticized. Then a new simultaneous equation CAPM is derived to take the essences of the existing capital asset pricing models into account. Some data are also used to show the usefulness of the new CAPM derived in this study.
Author: Kenneth E. Dimitry
Publisher:
Published: 1990
Total Pages: 256
ISBN-13:
DOWNLOAD EBOOKAuthor: Various
Publisher: Routledge
Published: 2021-12-02
Total Pages: 10558
ISBN-13: 1136264922
DOWNLOAD EBOOKCurrent interest in the history of money and banking remains strong and it is opportune to survey developments both in the UK, USA, Europe and Asia. This set provides historical analysis which incorporates research from the early twentieth century onwards in a form that is both accessible to students of money & banking and economists, economic historians and bankers This set re-issues 38 volumes originally published between 1900 and 2000. It charts the history of early banking, discusses banking in the UK, Europe,Japan and the USA, analyses banks as multinationals, the UK mortgage market, banking policy and structure and examines specific sectors such as gilts and gold.
Author: William S. Hopwood
Publisher:
Published: 1978
Total Pages: 36
ISBN-13:
DOWNLOAD EBOOKThe study provides evidence on the relative accuracy of forecasts of earnings generated from five sources including statistical models and financial analysts. The statistical models were chosen on the basis of their usage in recent studies in the literature. The results indicate that the five types of forecasts are not significantly different using a multivariate testing procedure.
Author: Khosrow Fatemi
Publisher: Routledge
Published: 2012-05-25
Total Pages: 298
ISBN-13: 0415538807
DOWNLOAD EBOOKThe need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.