Energy futures prices: term structure models with Kalman filter estimation
Year of publication: |
2002
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Authors: | Manoliu, Mihaela ; Tompaidis, Stathis |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 9.2002, 1, p. 21-44
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