Estimating term structure models with the Kalman filter

This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples.

MoreLess

Authors:	Prokopczuk, Marcel ; Wu, Yingying
Published in:	Handbook of Research Methods and Applications in Empirical Finance.
Subject:	Economics and Finance \| Research Methods

More details

Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011174122