The modeling of earnings per share of Polish companies for the post-financial crisis periodusing ran...
The modeling of earnings per share of Polish companies for the post-financial crisis periodusing random walk and ARIMA models
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Publisher
Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego
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Language
English
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Publisher
Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego
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Contents
The proper forecasting of listed companies’ earnings is crucial for their appropriate pricing. This paper compares forecast errors of different univariate time-series models applied for the earnings per share (EPS) data for Polish companies from the period between the last financial crisis of 2008–2009 and the pandemic shock of 2020. The best model...
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Full title
The modeling of earnings per share of Polish companies for the post-financial crisis periodusing random walk and ARIMA models
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TN_cdi_ceeol_journals_1241312
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_ceeol_journals_1241312
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ISSN
2353-6845
