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FORECASTING CORPORATE REVENUE AND PROFIT: TIME-SERIES MODELS VERSUS MANAGEMENT AND ANALYSTS (1984)

Kodde, David A. ; Schreuder, Hein

Oxford, UK : Blackwell Publishing Ltd

Journal of business finance & accounting 11 (1984), S. 0

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ISSN: 1468-5957

Source: Blackwell Publishing Journal Backfiles 1879-2005

Topics: Economics

Notes: This paper reports on the forecast accuracy of nine models which have been used to describe the time-series of corporate revenues and profits. It also compares the performance of these models with that of management and financial analysts. All comparisons are carried out not only on the basis of prediction errors, but also by an analysis of the forecasting bias involved, and the specification of uncertainty. The data pertain to a representative sample of companies listed on the Amsterdam Stock Exchange.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1111/j.1468-5957.1984.tb00757.x

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