Modelling market shares by segments using volatility

DOI10.1080/02664769922296MaRDI QIDQ4935487zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

segmentationvolatilitymarket share modelling

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(2)

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

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