Analysis of Multifactor Affine Yield Curve Models
Year of publication: |
2009
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Authors: | Fan, Jianqing ; Mancini, Loriano |
Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 104.2009, 488, p. 1324-1338
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Saved in:
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