Gordon Growth Model with Vector Autoregressive Process

By Battulga Gankhuu

Rating

1283
Battle Count: 326

Relevance

7/10
Provides a theoretical framework for stock valuation using VAR process, potentially useful for quantitative trading strategies

Implementation Complexity

6/10
Requires understanding of VAR processes and Gordon growth model, as well as implementation of theoretical results

Reproducibility

3/5
Theoretical paper with proofs, but no empirical results or code provided

About this paper

Methodology: Vector Autoregressive Process. Problem types: Time Series Forecasting, Stock Valuation.

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