Energy futures prices: term structure models with Kalman filter estimation
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Publication:4541608
DOI10.1080/13504860210126227zbMath1016.91033OpenAlexW2089544541MaRDI QIDQ4541608
Stathis Tompaidis, Mihaela Manoliu
Publication date: 5 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860210126227
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