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~institution:"Université Paris-Dauphine (Paris IX)"
~isPartOf:"Economics Papers from University Paris Dauphine"
~person:"Lautier, Delphine"
~subject:"Commodity prices"
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Commodity prices
Crude oil
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Future Prices
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Kalman filter
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Lautier, Delphine
Galli, Alain
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Université Paris-Dauphine (Paris IX)
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Economics Papers from University Paris Dauphine
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Simple and extended Kalman filters : an application to term structure of commodity prices
Galli, Alain
;
Lautier, Delphine
-
Université Paris-Dauphine (Paris IX)
-
2004
Persistent link: https://www.econbiz.de/10010707879
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2
Simple and extended Kalman filters : an application to term structure of commodity prices
Galli, Alain
;
Lautier, Delphine
-
Université Paris-Dauphine (Paris IX)
-
2003
Persistent link: https://www.econbiz.de/10010707155
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