Linear-quadratic term structure models for negative Euro area yields (Q1673466): Difference between revisions
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Latest revision as of 14:00, 16 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic term structure models for negative Euro area yields |
scientific article |
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Linear-quadratic term structure models for negative Euro area yields (English)
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12 September 2018
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linear-quadratic term structure models
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quadratic models
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discrete time
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negative yields
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extended Kalman filter
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