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Kalman Filter Estimation of Exponential Affine Term Structure Models
Author(s)
Kouretas, Ioannis
Type
Dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
URI
Format Extent
141367 bytes
Creator
Kouretas, Ioannis
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance