Energy futures prices: term structure models with Kalman filter estimation.

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Bibliographic Details
Title:	Energy futures prices: term structure models with Kalman filter estimation.
Authors:	Manoliu, Mihaela, Tompaidis, Stathis
Source:	Applied Mathematical Finance. Mar2002, Vol. 9 Issue 1, p21-43. 23p.
Database:	Mathematics Source

Description
ISSN:	1350486X
DOI:	10.1080/13504860210126227