Modelling the time-varying risk premium by using the Kalman filter : the Euro money market case
Filipozzi, Fabio
FindEcon Monograph Series : Advanced in Financial Market Analysis
2011
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p. 127-140 : ill
https://econpapers.repec.org/bookchap/annfindec/book_3ay_3a2011_3an_3a09_3ach_3a08_3amon.htm