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Conference Papers Year : 2003

Empirical analysis of term structures of credit spreads indices : a Kalman filtering approach

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halshs-00093024 , version 1 (12-09-2006)

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  • HAL Id : halshs-00093024 , version 1

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Franck Moraux. Empirical analysis of term structures of credit spreads indices : a Kalman filtering approach. 10e Rencontres Internationales de l'ACSEG, Nantes, Nov 2003, Nantes, France. ⟨halshs-00093024⟩
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