Scandinavian Working Papers in Business Administration
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No 02-6: Estimating quadratic term structure models by non-linear filtering
Jes Taulbjerg
Additional contact information
Jes Taulbjerg: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
Keywords: Finance; Non-linear programming; Interest rate theory; Term structure
36 pages, May 13, 2003
- University of Aarhus, Aarhus School of Business, Department of Business Studies
- Home page for this series
Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().
RePEc:hhb:aarfin:2002_006This page generated on 2024-09-13 22:18:13.