Modelling the time-varying risk premium by using the Kalman filter : the Euro money market case
author
statement of authorship
Fabio Filipozzi
source
FindEcon Monograph Series : Advanced in Financial Market Analysis
location of publication
Lodz
publisher
year of publication
pages
p. 127-140 : ill
series
Financial markets : principles of modelling, forecasting, and decision making ; 9
notes
Bibliogr. p. 139-140
language
inglise
Filipozzi, F. Modelling the time-varying risk premium by using the Kalman filter : the Euro money market case // FindEcon Monograph Series : Advanced in Financial Market Analysis. Lodz : Lodz University Press, 2011. p. 127-140 : ill. (Financial markets : principles of modelling, forecasting, and decision making ; 9).