Conference Papers
Year : 2003
Dominique Maraine-Scipanov : Connect in order to contact the contributor
https://shs.hal.science/halshs-00093024
Submitted on : Tuesday, September 12, 2006-3:44:03 PM
Last modification on : Tuesday, October 19, 2021-11:34:04 PM
Dates and versions
Identifiers
- HAL Id : halshs-00093024 , version 1
Cite
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⟩
Collections
30
View
0
Download