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Gordon Growth Model with Vector Autoregressive Process

Published 27 Jun 2024 in math.ST, math.PR, q-fin.MF, and stat.TH | (2406.19424v2)

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.

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Authors (1)

  1. Battulga Gankhuu 

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