Exploiting ergodicity in forecasts of corporate profitability (Q2291809)
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scientific article; zbMATH DE number 7161308
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| English | Exploiting ergodicity in forecasts of corporate profitability |
scientific article; zbMATH DE number 7161308 |
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Exploiting ergodicity in forecasts of corporate profitability (English)
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31 January 2020
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return on assets
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stochastic differential equation
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Fokker-Planck equation
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superior predictive ability test
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model confidence set
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0.7381834387779236
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0.7342655062675476
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0.6719449162483215
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0.6698951721191406
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0.6639163494110107
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