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Research outputJump to: Working papers Articles
- Somnath Chatterjee, 2005. "Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: The Case Of Uk And Germany," Working Papers 2005_2, Business School - Economics, University of Glasgow.
- Somnath Chatterjee, 2005. "An Investigation Into The Linkages Between Euro And Sterling Swap Spreads," Working Papers 2005_1, Business School - Economics, University of Glasgow.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Somnath Chatterjee, 2005.
"Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: The Case Of Uk And Germany,"
2005_2, Business School - Economics, University of Glasgow.
- Long H. Vo, 2014. "Application of Kalman Filter on modelling interest rates," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(1), pages 1-15, March.
Sorry, no citations of articles recorded.
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