Tokwe,Thabo, & Ouwehand, P. (2019). Kalman Filtering and the Estimation of Multi-factor Affine Term Structure Models. African Institute of Financial Markets and Risk Management.
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Chicago Style (17th ed.) Citation
Tokwe,Thabo, and Peter Ouwehand. Kalman Filtering and the Estimation of Multi-factor Affine Term Structure Models. African Institute of Financial Markets and Risk Management, 2019.
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MLA (9th ed.) Citation
Tokwe,Thabo, and Peter Ouwehand. Kalman Filtering and the Estimation of Multi-factor Affine Term Structure Models. African Institute of Financial Markets and Risk Management, 2019.
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Warning: These citations may not always be 100% accurate.