A Kalman filter approach to characterizing the Canadian term structure of interest rates
| Year of publication: |
2005
|
|---|---|
| Authors: | Gravelle, Toni ; Morley, James C. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 15.2005, 10, p. 691-706
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