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Kalman-Filter basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt
Schwaar, Christian
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1999
Persistent link: https://www.econbiz.de/10001353301
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An introduction to wavelets and other filtering methods in finance and economics
Gençay, Ramazan
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Selçuk, Faruk
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Whitcher, Brandon
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2002
Persistent link: https://www.econbiz.de/10001581851
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Exponential-affine diffusion term structure models : dimension, time-homogeneity, and stochastic volatility
Nunes, João Pedro Vidal
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2000
Persistent link: https://www.econbiz.de/10001623482
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