Estimating mixed frequency data : stochastic interpolation with preserved covariance structure

von Trovik, Tørres G.
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Estimating mixed frequency data : stochastic interpolation with preserved covariance structure

von Trovik, Tørres G.
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)