Por favor, use este identificador para citar o enlazar a este item:
http://hdl.handle.net/10261/197347
COMPARTIR / EXPORTAR:
SHARE CORE BASE | |
Visualizar otros formatos: MARC | Dublin Core | RDF | ORE | MODS | METS | DIDL | DATACITE | |
Título: | Empirical analysis of daily cash flow time-series and its implications for forecasting |
Autor: | Salas-Molina, Francisco; Rodríguez-Aguilar, Juan Antonio CSIC ORCID CVN ; Serra, Joan CSIC ORCID; Guillén, Montserrat; Martin, Francisco J. | Palabras clave: | Statistics Forecasting Cash flow Non-linearity Time-series |
Fecha de publicación: | jun-2018 | Editor: | Instituto de Estadística de Cataluña | Citación: | SORT 42(1): 73-98 (2018) | Resumen: | Usual assumptions on the statistical properties of daily net cash flows include normality, absence of correlation and stationarity. We provide a comprehensive study based on a real-world cash flow data set showing that: (i) the usual assumption of normality, absence of correlation and stationarity hardly appear; (ii) non-linearity is often relevant for forecasting; and (iii) typical data transformations have little impact on linearity and normality. This evidence may lead to consider a more data-driven approach such as time-series forecasting in an attempt to provide cash managers with expert systems in cash management. | Versión del editor: | http://dx.doi.org/10.243 6/20.8080.02.70 | URI: | http://hdl.handle.net/10261/197347 | DOI: | 10.243 6/20.8080.02.70 | ISSN: | 1696-2281 | E-ISSN: | 2013-8830 |
Aparece en las colecciones: | (IIIA) Artículos |
Ficheros en este ítem:
Fichero | Descripción | Tamaño | Formato | |
---|---|---|---|---|
Empirical_analysis.pdf | 426,33 kB | Adobe PDF | Visualizar/Abrir |
CORE Recommender
Page view(s)
133
checked on 01-may-2024
Download(s)
72
checked on 01-may-2024
Google ScholarTM
Check
Altmetric
Altmetric
NOTA: Los ítems de Digital.CSIC están protegidos por copyright, con todos los derechos reservados, a menos que se indique lo contrario.