A study of dividend yield model under stochastic earning yield environment in stock exchange of Thailand
© 2019, The Author(s). A compound Ornstein–Uhlenbeck process is applied to create a model that can calculate the dividend yield represented in a sample case of Stock Exchange of Thailand index in which earning yield is randomly determined. Parameter estimations are made through the use of least-squa...
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://repository.li.mahidol.ac.th/handle/123456789/51186 |
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| Institution: | Mahidol University |