Simple and extended Kalman filters : an application to term structure of commodity prices

dc.contributor.author	Galli, Alain
dc.contributor.author	Lautier, Delphine
dc.date.accessioned	2009-11-13T11:43:18Z
dc.date.available	2009-11-13T11:43:18Z
dc.date.issued	2004
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/2437
dc.language.iso	en	en
dc.subject	Commodity prices	en
dc.subject	Kalman filter	en
dc.subject	Term structure	en
dc.subject	Crude oil prices	en
dc.subject.ddc	332	en
dc.subject.classificationjel	B23	en
dc.subject.classificationjel	O13	en
dc.title	Simple and extended Kalman filters : an application to term structure of commodity prices	en
dc.type	Communication / Conférence
dc.description.sponsorshipprivate	oui	en
dc.subject.ddclabel	Economie financière	en
dc.relation.conftitle	Crossing frontiers in quantitative and qualitative research methods	en
dc.relation.confdate	2004-03
dc.relation.confcity	Lyon	en
dc.relation.confcountry	France	en

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