Gordon growth model with vector autoregressive process

DOI10.5564/MMJ.V27I25.3505MaRDI QIDQ6899482zbMATH OpenFDO

Authors Battulga Gankhuu

Publication date 14 November 2025

Published in Mongolian Mathematical Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.5564/MMJ.V27I25.3505

zbMATH Keywords

Gordon growth modelVAR process

Mathematics Subject Classification ID

Financial markets (91G15) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites work

• DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL
• Granger's representation theorem: A closed‐form expression for I(1) processes
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 2199188 (Why is no real title available?)
• Parameter estimation methods of required rate of return on stock
• Stochastic DDM with regime-switching process

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