Details
| Originalsprache | Englisch |
|---|---|
| Titel des Sammelwerks | Handbook of Research Methods and Applications in Empirical Finance |
| Herausgeber (Verlag) | Edward Elgar Publishing Ltd. |
| Seiten | 97-113 |
| Seitenumfang | 17 |
| ISBN (Print) | 9780857936080 |
| Publikationsstatus | Veröffentlicht - 30 Apr. 2013 |
| Extern publiziert | Ja |
ASJC Scopus Sachgebiete
- Volkswirtschaftslehre, Ökonometrie und Finanzen (insg.)
- Betriebswirtschaft, Management und Rechnungswesen (insg.)
- Allgemeine Unternehmensführung und Buchhaltung
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Estimating term structure models with the kalman filter. / Prokopczuk, Marcel; Wu, Yingying.
Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing Ltd., 2013. S. 97-113.
Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing Ltd., 2013. S. 97-113.
Publikation: Beitrag in Buch/Bericht/Sammelwerk/Konferenzband › Beitrag in Buch/Sammelwerk › Forschung
Prokopczuk, M & Wu, Y 2013, Estimating term structure models with the kalman filter. in Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing Ltd., S. 97-113. https://doi.org/10.4337/9780857936097.00011
Prokopczuk, M., & Wu, Y. (2013). Estimating term structure models with the kalman filter. In Handbook of Research Methods and Applications in Empirical Finance (S. 97-113). Edward Elgar Publishing Ltd.. https://doi.org/10.4337/9780857936097.00011
Prokopczuk M, Wu Y. Estimating term structure models with the kalman filter. in Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing Ltd. 2013. S. 97-113 doi: 10.4337/9780857936097.00011
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