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An arbitrage-free generalized Nelson–Siegel term structure model

✍ Scribed by Jens H. E. Christensen; Francis X. Diebold; Glenn D. Rudebusch


Book ID
110880105
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
466 KB
Volume
12
Category
Article
ISSN
1368-4221

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