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~accessRights:"restricted"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Australia"
~subject:"Autocorrelation misspecification"
~subject:"Autokorrelation"
~subject:"Volatilität"
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Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Juneja, Januj
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011979271
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