tailieunhanh - Forecasting, Structural Time Series Models and the Kalman Filter by A. C. Harvey_11

Tham khảo tài liệu 'forecasting, structural time series models and the kalman filter by a. c. harvey_11', tài chính - ngân hàng, tài chính doanh nghiệp phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | Bibliography 331 Kwan s. H. 1996 Firm-Specific Information and the Correlation Between Individual Stocks and Bonds Journal of Financial Economics 40 pp. 63-80. Langetieg T. c. 1980 A multivariate model of the term structure Journal of Finance 35 pp. 71-91. Lautier D. 2000 La structure par Terme des Prix des CommoditÈs Analyse ThÈorique et Applications au MarchÈ PÈtrolier ThÈse de Doctorat UniversitÈ Paris IX. Lautier D. and Galli A. 2001 Un modEle des prix Itermes des matiẼres premiEres avec rendement dópportunitÈ asymÈtrique FINECO 11 Levin R. and Renelt D. 1992 A sensitivity analysis of cross-country growth regressions American Economic Review 82 pp. 942-963. Levin R. and Zervos s. 1993 What have we learned about policy and growth from cross-country analysis American Economic Review Papers and Proceedings 83 pp. 426-430. Lim L. K. and McAleer M. 2003 Convergence and catching up in ASEAN A comparative analysis CIRJE Discussion Papers availabllettiaV cirie research Linter J. 1956 Distribution of Incomes of Corporations Among Dividends Retained Earnings and Taxes American Economic Review 61 pp. 97-113. Lipster R. s. and Shiryayev A. N. 1978 Statistics of Random Processes I General Theory Springer Berlin. Litterman R. and Iben T. 1991 Corporate Bond Valuation and the Term structure of Credit Spreads Journal of Portfolio Management 17 . Liu J. Longstaff F. A. and Mandell R. E. 2006 The market price of risk in interest rate swaps The roles of default and liquidity risks Journal of Business 79 pp. 23370360. Liu p. c. 1992 Purchasing power parity in Latin America A cointegration analysis. Weltwirtschaftliches Archiv 128 pp. 66-79. Longstaff F. A. and Schwartz E. s. 1995a A simple approach to valuing risky fixed and floating rate debt The Journal of Finance .50 pp. 789-819. Longstaff F A. and Schwartz E s. 1995b Valuing credit derivatives The Journal of Fixed Income .5 pp. 6-12. Longstaff A. F. Mithal s. and Neis E.