Original language | English |
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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 | |
Publication status | Published - 30 Apr 2013 |
Externally published | Yes |
Estimating term structure models with the kalman filter
Marcel Prokopczuk*, Yingying Wu
*Corresponding author for this work
Research output: Chapter in Book or Report/Conference proceeding › Chapter › peer-review
1
Citation
(Scopus)