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G. De Rossi
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Kalman filtering of consistent forward rate curves: a tool to estimate and model dynamically the term structure [An article from: Journal of Empirical Finance]
G. De Rossi
8.95
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![Kalman filtering of consistent forward rate curves: a tool to estimate and model dynamically the term structure [An article from: Journal of Empirical Finance]](https://www.ebooknetworking.net/books/B00/0RQ/bigB000RQZVLU.jpg)