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References

Créé le

29.05.2017

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Mis à jour le

09.06.2017

Altman N. S. (1992), An Introduction to Kernel and Nearest-Neighbor Nonparametric Regression, The American Statistician n° 3, vol. 46, pp. 175-185.

Bermudez et al. (2006), Equity Hybrid Derivatives, Wiley.

Fama E. et French K. (2001), Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?, Journal of Financial Economics n° 1, vol. 60, pp. 3-43.

Su W. et Goravara R. (2016), What is a Dividend?, Yale Law & Economics Research Paper n° 531.

Van Dijk D., Teräsvirta T. et Franses P. (2000), Smooth Transition Autoregressive Models - A Survey of ...

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Banque et Stratégie Nº359
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