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http://hdl.handle.net/2445/128355
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DC Field | Value | Language |
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dc.contributor.author | Salas Molina, Francisco | - |
dc.contributor.author | Rodríguez-Aguilar, Juan A. (Juan Antonio) | - |
dc.contributor.author | Serrà, Joan | - |
dc.contributor.author | Guillén, Montserrat | - |
dc.contributor.author | Martin, Francisco J. | - |
dc.date.accessioned | 2019-02-18T09:14:35Z | - |
dc.date.available | 2019-02-18T09:14:35Z | - |
dc.date.issued | 2018 | - |
dc.identifier.issn | 1696-2281 | - |
dc.identifier.uri | http://hdl.handle.net/2445/128355 | - |
dc.description.abstract | 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. | - |
dc.format.extent | 26 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Institut d'Estadística de Catalunya | - |
dc.relation.isformatof | Reproducció del document publicat a: https://doi.org/10.2436/20.8080.02.701 | - |
dc.relation.ispartof | Sort (Statistics and Operations Research Transactions), 2018, vol. 42, num. 1, p. 73-98 | - |
dc.relation.uri | https://doi.org/10.2436/20.8080.02.701 | - |
dc.rights | cc-by-nc-nd (c) Salas-Molina, Francisco et al., 2018 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es | - |
dc.source | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | - |
dc.subject.classification | Flux de caixa | - |
dc.subject.classification | Empirisme | - |
dc.subject.classification | Anàlisi de sèries temporals | - |
dc.subject.classification | Estadística | - |
dc.subject.other | Cash-flow | - |
dc.subject.other | Empiricism | - |
dc.subject.other | Time-series analysis | - |
dc.subject.other | Statistics | - |
dc.title | Empirical analysis of daily cash flow time series and its implications for forecasting | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 685550 | - |
dc.date.updated | 2019-02-18T09:14:35Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) |
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File | Description | Size | Format | |
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685550.pdf | 426.33 kB | Adobe PDF | View/Open |
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