Energy futures prices: term structure models with Kalman filter estimation
Year of publication: |
2002
|
---|---|
Authors: | Manoliu, Mihaela ; Tompaidis, Stathis |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 9.2002, 1, p. 21-43
|
Publisher: |
Taylor & Francis Journals |
Subject: | Multi-FACTOR Term Structure Models | Kalman Filter Estimation |
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