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A Kalman filter approach to characterizing the Canadian term structure of interest rates
Gravelle, Toni
;
Morley, James C.
- In:
Applied financial economics
15
(
2005
)
10
,
pp. 691-705
Persistent link: https://www.econbiz.de/10002955196
Saved in:
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A Kalman filter approach to characterizing the Canadian term structure of interest rates
Gravelle, Toni
;
Morley, James C.
- In:
Applied financial economics
15
(
2005
)
10
,
pp. 691-706
Persistent link: https://www.econbiz.de/10007641402
Saved in:
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