Pages that link to "Item:Q5892243"
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The following pages link to Fitting Yield Curve Models Using the Kalman Filter (Q5892243):
Displaying 7 items.
- Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence (Q1000460) (← links)
- Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
- The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques (Q2715555) (← links)
- Exploring decline curve residual modeling using Kalman filter (Q2815876) (← links)
- (Q2966404) (← links)
- Consistent recalibration of yield curve models (Q4581289) (← links)
- (Q5283667) (← links)