Estimating term structure models with the kalman filter

^*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceeding › Chapter › peer-review

1 Citation (Scopus)

Original language	English
Title of host publication	Handbook of Research Methods and Applications in Empirical Finance
Publisher	Edward Elgar Publishing
Pages	97-113
Number of pages	17
ISBN (Print)	9780857936080
DOIs	https://doi.org/10.4337/9780857936097.00011
Publication status	Published - 30 Apr 2013
Externally published	Yes

Access to Document

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title = "Estimating term structure models with the kalman filter",

author = "Marcel Prokopczuk and Yingying Wu",

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