A Kalman filter approach to characterizing the Canadian...

Applied Financial Economics 2005 / 06 Vol. 15; Iss. 10

A Kalman filter approach to characterizing the Canadian term structure of interest rates

Gravelle, Toni, Morley *, James C.
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Volume:
15
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100500107917
Date:
June, 2005
File:
PDF, 266 KB
english, 2005
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