Modelling market shares by segments using volatility

DOI10.1080/02664769922296zbMATH Open0942.91038OpenAlexW2063371637MaRDI QIDQ4935487FDOQ4935487

Authors: Sharifah Sakinah Aidid, Mick Silver 

Publication date: 19 March 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769922296

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zbMATH Keywords

segmentationvolatilitymarket share modelling

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Testing for a unit root in time series regression
• Dynamic Econometrics
• Spurious regressions in econometrics
• Empirical Analysis of Closed-Loop Duopoly Advertising Strategies
• Cyclical patterns in brand switching behavior: An issue of pattern recognition
• A nonhierarchical brand switching model for inferring market structure

Cited In (2)

• Estimating market shares in each market segment using the information entropy concept
• The effects of advertising, prices and distribution on market share volatility

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