Simple and extended Kalman filters: an application to term structures of commodity prices
| Year of publication: |
2004
|
|---|---|
| Authors: | Lautier, Delphine ; Galli, Alain |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 14.2004, 13, p. 963-974
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