مرکز منطقه ای اطلاع رساني علوم و فناوري - Kalman filtering of consistent forward rate curves: a tool to estimate and model dynamically the term structure

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 :

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 :