Exploiting ergodicity in forecasts of corporate profitability
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Publication:2291809
DOI10.1016/j.jedc.2019.103820OpenAlexW2946275841WikidataQ126566850 ScholiaQ126566850MaRDI QIDQ2291809
Philipp Mundt, Mishael Milaković, Simone Alfarano
Publication date: 31 January 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/195098
stochastic differential equationFokker-Planck equationreturn on assetsmodel confidence setsuperior predictive ability test
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Cites Work
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