Two-factor model of the term structure with optimal filtering behaviour

Authors
Fornari, Fabio Mele, Antonio
Citation
Fabio Fornari et Antonio Mele, Two-factor model of the term structure with optimal filtering behaviour, Statistica, 54(3), 1994, pp. 293-312
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
54
Issue
3
Year of publication
1994
Pages
293 - 312
Database
ESSPER
SICI code
0390-590X(1994)54:3<293:TMOTTS>2.0.ZU;2-C