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Cortazar, G., Schwartz, E, Naranjo, L. (2003) Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data UCLA-Working Papers In Finance, # 6-03
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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
