Energy futures prices: term structure models with Kalman filter estimation (Q4541608)
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scientific article; zbMATH DE number 1771994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Energy futures prices: term structure models with Kalman filter estimation |
scientific article; zbMATH DE number 1771994 |
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Energy futures prices: term structure models with Kalman filter estimation (English)
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5 September 2002
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multifactor term
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Kalman filter estimation
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