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An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play. (2009). Gonzalez-Astudillo, Manuel.
In: MPRA Paper.
RePEc:pra:mprapa:19153.

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Cited: 1

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Cites: 23

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Cocites: 50

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  1. On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks. (2013). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:50235.

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References

References cited by this document

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    In: MPRA Paper.
    RePEc:pra:mprapa:19153.

    Full description at Econpapers || Download paper

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