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Sankore

Named after the University of Sankore in Timbuktu — one of the world’s oldest centres of learning. Every figure here is computed from work-level records in our own graph, never copied from a source’s summary count.

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State-space of the Vasicek model for long-term bonds with Kalman filter

2023International Journal of Financial EngineeringJournal

10.1142/s2424786322500384 Full text1 citations

Authors

3 authors across 3 institutions in 3 countries.

Romeo MawonikeFirst authorCorresponding
- Great Zimbabwe University (ZW)
Dennis Ikpe
- African Institute for Mathematical Sciences (ZA)
Samuel Asante GyamerahSenior author
- Kwame Nkrumah University of Science and Technology (GH)

Fields

Assignment is probabilistic — a work belongs to several fields in proportions.

Stochastic processes and financial applicationslevel 3 · 1.00
Monetary Policy and Economic Impactlevel 3 · 1.00
Financial Risk and Volatility Modelinglevel 3 · 0.99

Sources

Several sources describing one work is the point — it means the record rests on more than one authority.

openalexseen September 8, 2026
2023 · International Journal of Financial Engineering · 1 citations
https://openalex.org/W4360989725

State-space of the Vasicek model for long-term bonds with Kalman filter · Sankore