Modelling market shares by segments using volatility

DOI10.1080/02664769922296zbMath0942.91038OpenAlexW2063371637MaRDI QIDQ4935487

Mick Silver, Sharifah Sakinah Aidid

Publication date: 19 March 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769922296

zbMATH Keywords

segmentationvolatilitymarket share modelling

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Spurious regressions in econometrics
• Cyclical patterns in brand switching behavior: An issue of pattern recognition
• A nonhierarchical brand switching model for inferring market structure
• Testing for a unit root in time series regression
• Empirical Analysis of Closed-Loop Duopoly Advertising Strategies
• Dynamic Econometrics
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

This page was built for publication: Modelling market shares by segments using volatility