The modeling of earnings per share of Polish companies for the post-financial crisis period using random walk and ARIMA models

The modeling of earnings per share of Polish companies for the post-financial crisis period using random walk and ARIMA models

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 2008–2...

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Bibliographic Details
Main Author: Wojciech Kuryłek
Format: Article
Language:English
Published: Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego 2023-05-01
Series:Journal of Banking and Financial Economics
Subjects:
earnings per share
time series
random walk
arima
financial forecasting
warsaw stock exchange
Online Access:https://jbfe.wz.uw.edu.pl/resources/html/article/details?id=609787

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