Term Structure Modeling and Estimation in a State Space Framework

Bibliographic Details
Main Author: Lemke, Wolfgang
Other Authors: Bundesbank, Deutsche
Format: Electronic Kit Book
Language:English
Published: Berlin, Heidelberg Springer-Verlag Berlin Heidelberg 2006
Series:Lecture Notes in Economics and Mathematical Systems 565
Subjects:
Online Access:http://dx.doi.org/10.1007/3-540-28344-7

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