Estimating term structure models with the Kalman filter
Marcel Prokopczuk () and
Chapter 4 in Handbook of Research Methods and Applications in Empirical Finance, 2013, pp 97-113 from Edward Elgar Publishing
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.
Keywords: Economics and Finance; Research Methods (search for similar items in EconPapers)
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