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Cortazar, Schwartz, Naranjo (2004) Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data August 18th to 21st, 2004 in Maastricht, The Netherlands 31st Annual Meeting of the European Finance Association
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Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data
Tipo de publicación : Otros
Abstract
