Gordon Growth Model with Vector Autoregressive Process
Statistics Theory
2024-07-03 v2 Probability
Mathematical Finance
Statistics Theory
Abstract
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.
Cite
@article{arxiv.2406.19424,
title = {Gordon Growth Model with Vector Autoregressive Process},
author = {Battulga Gankhuu},
journal= {arXiv preprint arXiv:2406.19424},
year = {2024}
}
Comments
8 pages