Details
| Original language | English |
|---|---|
| Title of host publication | Handbook of Research Methods and Applications in Empirical Finance |
| Publisher | Edward Elgar Publishing Ltd. |
| Pages | 97-113 |
| Number of pages | 17 |
| ISBN (print) | 9780857936080 |
| Publication status | Published - 30 Apr 2013 |
| Externally published | Yes |
ASJC Scopus subject areas
Cite this
- Standard
- Harvard
- Apa
- Vancouver
- BibTeX
- RIS
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. p. 97-113.
Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing Ltd., 2013. p. 97-113.
Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research
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., pp. 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 (pp. 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. p. 97-113 doi: 10.4337/9780857936097.00011
Download
@inbook{c9f2799856fc4330af8525e99d5e1f9c,
title = "Estimating term structure models with the kalman filter",
author = "Marcel Prokopczuk and Yingying Wu",
year = "2013",
month = apr,
day = "30",
doi = "10.4337/9780857936097.00011",
language = "English",
isbn = "9780857936080",
pages = "97--113",
booktitle = "Handbook of Research Methods and Applications in Empirical Finance",
publisher = "Edward Elgar Publishing Ltd.",
address = "United Kingdom (UK)",
}
Download
TY - CHAP
T1 - Estimating term structure models with the kalman filter
AU - Prokopczuk, Marcel
AU - Wu, Yingying
PY - 2013/4/30
Y1 - 2013/4/30
UR - http://www.scopus.com/inward/record.url?scp=84890676424&partnerID=8YFLogxK
U2 - 10.4337/9780857936097.00011
DO - 10.4337/9780857936097.00011
M3 - Contribution to book/anthology
AN - SCOPUS:84890676424
SN - 9780857936080
SP - 97
EP - 113
BT - Handbook of Research Methods and Applications in Empirical Finance
PB - Edward Elgar Publishing Ltd.
ER -