Work

Gordon Growth Model with Vector Autoregressive Process

Year: 2024

Type: article

Abstract: In this study, we introduce a Gordon’s dividend discount model, based on Vector Auto Regressive Process (VAR). We provide two Propositions, which are related to the generic Gordon growth model and the Gordon growth model, which is based onthe VAR process.

Source: Mongolian Mathematical Journal

DOI: 10.5564/mmj.v27i25.3505

Author: Battulga Gankhuu

Institution: National University of Mongolia

Language: English

Topic: Financial Reporting and Valuation Research

Subfield: Strategy and Management

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: hybrid

OpenAlex ID: W4407591448

FWCI: 0.345

Cites:

Cited by: 1

Related to: 10