Exploiting ergodicity in forecasts of corporate profitability (Q2291809)

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Exploiting ergodicity in forecasts of corporate profitability
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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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