Term Structure Modeling and Estimation in a State Space Framework

Lemke, Wolfgang. (author.). Bundesbank, Deutsche. (author.). SpringerLink (Online service) (Added Author).

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• ISBN: 9783540283447
• Physical Description: electronic
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  IX, 223 p. online resource.
• Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.

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• Lecture Notes in Economics and Mathematical Systems, 565