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Applications of state space models in finance : an empirical analysis of the time varying relationship between macroeconomics, fundamentals and pan European industry portfolios
Mergner, Sascha
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2009
Persistent link: https://www.econbiz.de/10004960570
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Zum Zusammenhang zwischen Bond Credit Spreads und Ratings : aktuelle empirische Analysen anhand börsentäglicher Daten des US-amerikanischen Corporate Bond-Marktes sowie eine Überpr...
Jortzik, Stephan
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Mergner, Sascha
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2003
Persistent link: https://www.econbiz.de/10004734579
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