Measuring timeliness of annual reports filing by jump additive models
type: Item
instance of: scholarly article
title: Measuring timeliness of annual reports filing by jump additive models
zbMATH Open document ID: 1498.62311
DOI: 10.1214/20-AOAS1365
author: Yicheng Kang
published in: The Annals of Applied Statistics
publication date: 2022-03-03T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7483738
zbMATH Keywords: backfitting
zbMATH Keywords: decision usefulness
zbMATH Keywords: jump detection
zbMATH Keywords: jump-preserving estimation
zbMATH Keywords: market reaction
zbMATH Keywords: shortened reporting lag
describes a project that uses: ElemStatLearn
MaRDI profile type: Publication
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full work available at URL: 20-aoas1365
OpenAlex ID: W3115844269
description: scientific article; zbMATH DE number 7483738