Title of article
Kalman filtering of consistent forward rate curves: a tool to estimate and model dynamically the term structure
Author/Authors
Giuliano De Rossi، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2004
Pages
32
From page
277
To page
308
Journal title
Journal of Empirical Finance
Serial Year
2004
Journal title
Journal of Empirical Finance
Record number
130767
Link To Document