A study of dividend yield model under stochastic earning yield environment in stock exchange of Thailand
Abstract 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-square technique,...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-07-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-019-2231-0 |