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Munich Personal RePEc Archive

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Jump to: December 2010
Number of items: 1.

December 2010

Théoret, Raymond and Racicot, François-Éric (2010): "Forecasting stochastic Volatility using the Kalman filter: an application to Canadian Interest Rates and Price-Earnings Ratio". Published in: Aestimatio. The IEB International Journal of Finance No. 1 (December 2010): pp. 1-20.

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