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About this Economics, Econometrics and Finance article
How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models? by Juneja, Januj Amar is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Juneja, Januj Amar
- Publisher
- Springer Science and Business Media LLC
- Published
- 2020
- Field
- Economics, Econometrics and Finance (Social Sciences)