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Gaussian models for Euro high grade government yields

Marco Realdon

The European Journal of Finance, Volume: 23, Issue: 15, Pages: 1468 - 1511

Swansea University Author: Marco Realdon

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DOI (Published version): 10.1080/1351847X.2016.1173082

Published in: The European Journal of Finance
ISSN: 1351-847X 1466-4364
Published: 2017
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URI: https://cronfa.swan.ac.uk/Record/cronfa35444
first_indexed 2017-09-19T19:05:50Z
last_indexed 2019-07-23T21:00:54Z
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spelling 2019-07-23T15:46:42.7098858 v2 35444 2017-09-19 Gaussian models for Euro high grade government yields 5866b5c5cf6e2ffc303c2c417d881bbe Marco Realdon Marco Realdon true false 2017-09-19 CBAE Journal Article The European Journal of Finance 23 15 1468 1511 1351-847X 1466-4364 affine Gaussian models, quadratic Gaussian models, Black model, vertical method oflines, sequential splitting, quasi-maximum likelihood, extended Kalman filter 31 12 2017 2017-12-31 10.1080/1351847X.2016.1173082 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2019-07-23T15:46:42.7098858 2017-09-19T16:57:27.8887044 Marco Realdon 1
title Gaussian models for Euro high grade government yields
spellingShingle Gaussian models for Euro high grade government yields
Marco Realdon
title_short Gaussian models for Euro high grade government yields
title_full Gaussian models for Euro high grade government yields
title_fullStr Gaussian models for Euro high grade government yields
title_full_unstemmed Gaussian models for Euro high grade government yields
title_sort Gaussian models for Euro high grade government yields
author_id_str_mv 5866b5c5cf6e2ffc303c2c417d881bbe
author_id_fullname_str_mv 5866b5c5cf6e2ffc303c2c417d881bbe_***_Marco Realdon
author Marco Realdon
author2 Marco Realdon
format Journal article
container_title The European Journal of Finance
container_volume 23
container_issue 15
container_start_page 1468
publishDate 2017
institution Swansea University
issn 1351-847X
1466-4364
doi_str_mv 10.1080/1351847X.2016.1173082
document_store_str 0
active_str 0
published_date 2017-12-31T04:10:46Z
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score 11.089407

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