Gordon Growth Model with Vector Autoregressive Process

Authors

  • Battulga Gankhuu Applied Mathematics, National University of Mongolia, Ulaanbaatar, Mongolia

DOI:

https://doi.org/10.5564/mmj.v27i25.3505

Keywords:

Gordon Growth Model, VAR process

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 on
the VAR process.

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Published

2024-12-27

How to Cite

Gankhuu, B. (2024). Gordon Growth Model with Vector Autoregressive Process. Mongolian Mathematical Journal, 27(25), 1–9. https://doi.org/10.5564/mmj.v27i25.3505

Issue

No. 25 (2024)

Section

Articles

License

Copyright (c) 2024 Battulga Gankhuu

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