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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Babbs, Simon H."
~subject:"Estimation"
~subject:"Financial analysis"
~subject:"Wertpapierhandel"
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Babbs, Simon H.
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Journal of financial and quantitative analysis : JFQA
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Kalman filtering of Generalized Vasicek term structure models
Babbs, Simon H.
;
Nowman, Kalid Ben
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 115-130
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