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
- Economics, Econometrics and Finance(all)
- Business, Management and Accounting(all)
- General Business,Management and Accounting
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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. 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
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