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A Forecasting Methodology as Applied to Financial Time Series.

V. A. Mabert; R.C. Radcliffe

The Accounting Review 1974

Presents information on a study which described the application of Box-Jenkins methodology to the problem of forecasting financial time series data. Description of the generalized model; Methodology; Results and discussion; Conclusions.

DOI
10.2308/tar-4509919
Volume
49 (1)
Pages
61-75
Language
en
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