A multivariate Markov chain stock model
Year of publication: |
2020
|
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Authors: | D'Amico, Guglielmo ; De Blasis, Riccardo |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 4, p. 272-291
|
Subject: | dividend | dividend discount model | mixture transition distribution model | Multivariate Markov chain | Theorie | Theory | Dividende | Dividend | Markov-Kette | Markov chain | Börsenkurs | Share price | Multivariate Analyse | Multivariate analysis | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution |
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