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...
محفوظ في:
المؤلفون الرئيسيون: | P. Vatiwutipong, N. Phewchean |
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مؤلفون آخرون: | South Carolina Commission on Higher Education |
التنسيق: | مقال |
منشور في: |
2020
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الموضوعات: | |
الوصول للمادة أونلاين: | https://repository.li.mahidol.ac.th/handle/123456789/51186 |
الوسوم: |
إضافة وسم
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المؤسسة: | Mahidol University |
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