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ESTIMATING AND FORECASTING THE YIELD CURVE USING A MARKOV SWITCHING DYNAMIC NELSON AND SIEGEL MODEL

✍ Scribed by Hevia, Constantino; Gonzalez-Rozada, Martin; Sola, Martin; Spagnolo, Fabio

Book ID
125480631
Publisher
John Wiley and Sons
Year
2014
Tongue
English
Weight
447 KB
Volume
30
Category
Article
ISSN
0883-7252

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