A simulation-based approach to the study of coefficient of variation of dividend yields
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Publication:2480995
DOI10.1016/j.ejor.2007.05.032zbMath1149.90421OpenAlexW1995467141MaRDI QIDQ2480995
Marvin D. Troutt, Shui-Hung Hou, Bosco Wing-Tong Yu, Wan-Kai Pang
Publication date: 7 April 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2007.05.032
Related Items (7)
A variable sampling interval run sum chart for the coefficient of variation ⋮ A mathematical programming approach to sample coefficient of variation with interval-valued observations ⋮ Generalized multiple dependent state sampling plans for coefficient of variation ⋮ Designing a multiple state repetitive group sampling plan based on the coefficient of variation ⋮ Estimation of the coefficient of variation for non-normal model using progressive first-failure-censoring data ⋮ A simulation-based approach to the study of coefficient of variation of Gompertz distribution under progressive first-failure censoring ⋮ A new approach to estimating value-income ratios with income growth and time-varying yields
Uses Software
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