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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of applied econometrics"
~person:"Herwartz, Helmut"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Konjunktur"
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Volatility
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Herwartz, Helmut
Koopman, Siem Jan
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
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