Gordon Growth Model with Vector Autoregressive Process
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866914855536033792 |
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| author | Gankhuu, Battulga |
| author_facet | Gankhuu, Battulga |
| contents | In this study, we introduce a Gordon's dividend discount model, based on Vector Autoregressive Process (VAR). We provide two Propositions, which are related to generic Gordon growth model and Gordon growth model, which is based on the VAR process. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_19424 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Gordon Growth Model with Vector Autoregressive Process Gankhuu, Battulga Statistics Theory Probability Mathematical Finance In this study, we introduce a Gordon's dividend discount model, based on Vector Autoregressive Process (VAR). We provide two Propositions, which are related to generic Gordon growth model and Gordon growth model, which is based on the VAR process. |
| title | Gordon Growth Model with Vector Autoregressive Process |
| topic | Statistics Theory Probability Mathematical Finance |
| url | https://arxiv.org/abs/2406.19424 |