Energy futures prices: term structure models with Kalman filter estimation

Author: Manoliu Mihaela   Tompaidis Stathis  

Publisher: Routledge Ltd

ISSN: 1466-4313

Source: Applied Mathematical Finance, Vol.9, Iss.1, 2002-03, pp. : 21-43

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract