%0 Generic %1 citeulike:1649305 %A Bali, Turan %A Heidari, Massoud %A Wu, Liuren %D 2006 %I SSRN %J SSRN eLibrary %K finmath interest-rate-model kalman-filter time-series yield-curve %T Predictability of Interest Rates and Interest-Rate Portfolios by Turan Bali, Massoud Heidari, Liuren Wu %U http://papers.ssrn.com/sol3/papers.cfm?abstract\_id=920673\#

@misc{citeulike:1649305, added-at = {2019-06-18T20:47:03.000+0200}, author = {Bali, Turan and Heidari, Massoud and Wu, Liuren}, biburl = {https://www.bibsonomy.org/bibtex/2a152e279fe7ac7d81c92aaf93fdbfdde/alexv}, citeulike-article-id = {1649305}, citeulike-linkout-0 = {http://papers.ssrn.com/sol3/papers.cfm?abstract\_id=920673\#}, interhash = {b901bc6eba8fd3584e5ee8b787c88838}, intrahash = {a152e279fe7ac7d81c92aaf93fdbfdde}, journal = {SSRN eLibrary}, keywords = {finmath interest-rate-model kalman-filter time-series yield-curve}, posted-at = {2007-09-12 21:58:50}, priority = {0}, publisher = {SSRN}, timestamp = {2019-08-24T00:23:38.000+0200}, title = {{Predictability of Interest Rates and Interest-Rate Portfolios by Turan Bali, Massoud Heidari, Liuren Wu}}, url = {http://papers.ssrn.com/sol3/papers.cfm?abstract\_id=920673\#}, year = 2006 }