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Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter

✍ Scribed by Jin-Chuan Duan; Jean-Guy Simonato

Book ID: 110261601
Publisher: Springer US
Year: 1999
Tongue: English
Weight: 149 KB
Volume: 13
Category: Article
ISSN: 0924-865X
DOI: 10.1023/a:1008304625054

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