Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy

Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy

The paper is focused on predicting the financial performance of a small open economy with an automotive industry with an above-standard share. The paper aims to predict the probability distribution of the decomposed relative economic value-added measure of the automotive production sector NACE 29 in...

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Bibliographic Details
Main Authors: Zdeněk Zmeškal, Dana Dluhošová, Karolina Lisztwanová, Antonín Pončík, Iveta Ratmanová
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Forecasting
Subjects:
financial performance
automotive sector
prediction
Monte Carlo simulation
pyramid decomposition
Levy-driven mean-reversion process
Online Access:https://www.mdpi.com/2571-9394/5/2/25

Internet

https://www.mdpi.com/2571-9394/5/2/25

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