The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques
| Year of publication: |
1995-12-01
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| Authors: | Bhar, Ram ; Chiarella, Carl |
| Institutions: | Finance Discipline Group, Business School |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published as: Bhar, R. and Chiarella, C., 1997, "The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques", in H. Amman et al (eds) Computational Approaches to Economic Problems, Kluwer Academic Publishers, 113-126. Number 54 35 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005073702