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~person:"Bams, Dennis"
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Bams, Dennis
Schotman, Peter C.
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Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
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2
Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis
-
1998
Persistent link: https://www.econbiz.de/10013422670
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